Check you have CastShadow=true and bCastDynamicShadow=true set on your skeletal mesh component.
Check the materials in your LODs of your skeletal mesh to see they have cast shadows enabled.
Check you have CastShadow=true and bCastDynamicShadow=true set on your skeletal mesh component.
Check the materials in your LODs of your skeletal mesh to see they have cast shadows enabled.