The sun can be confusing. It only controls direction of the sunlight, while the actual light source remains really far away - even though you can move the icon around close to your objects. Experiment with pointing the sun arrow toward your object and also try parallel to the surface of your object to see how the sun works. It points at the camera by default because the camera is very close to your objects - compared to the 93 million miles to the sun, that is. Probably easier to start with if you make your own sun, which will behave as you expect, and delete the default one. That slider for ambient Vs sun is very important, as are the selection of type of lighting and also the button that applies the slider setting to just the sun or to all lights. Be sure to also check out the light settings at the top of the right column (above the objects list). You can set shadow intensity for each light and also the exact objects affected by or ignored by each light. I usually set the Ambient Vs Sun slider (and the one below it) to 50%, then adjust the light brightness (none available for sun). After i know the appropriate light brightness, i set the ratio of ambient to sun a final time and then fine tune it all. To do great lighting takes lots of experimental renders. That's when right-clicking on the default small render and marking out only a small rectangle area for test renders saves a lot of render time. There are a lot of controls, and many interact with each other, so it takes some experimenting and practice. The nice thing is that you can use all that control to get exactly what you want - even if it's something no one ever thought to try before.