A large number of separate objects will slow down performance due to draw calls, so it can help to attach some of them together. You can start with materials, so things that use the same material can be attached to each other. If you have a ton of objects with the same material then you’ll want to split that up a bit.
Lighting is something you’ll want to consider, if you’re doing architectural type stuff then setting up the meshes for lightmaps can be a pain since they’re rarely designed for that. If you want to use baked lighting though, make sure that you don’t have very large objects attached to each other (like large surface area) because then you can’t get as much detail in the lightmaps.