I am making a game with crossbow. When player shoots arrow to an AI or character, arrows push them. How do I prevent that and make arrows sticks into AI? I tried to change mass or collision settings, nothing changed. Thank you.

Your projectile probably is an Actor with a projectile movement component, a (sphere, capsule or something like) collision component, and a Mesh. A Common error is to set everything right in the collision component, but forget to set “No Collision” on the Mesh component.