Unity provides a variety of different types of light sources for your scenes. For the sunlight, we are going to use point light since it radiates in all directions:
- In Hierarchy, go to Create | Light | Point Light and name it Sunlight (you may need to go and click on the Inspector tab to expose that panel now).
- Move it as a child of SolarSystem, reset its Transform, and move it away from the center, say, (-5, 0, 0).
- Set its range to 10,000 (something really big).
- Set Mode to Realtime.
- Set its Intensity to 1.3 (adjust so it looks good).
- Set Shadow Type to Soft Shadows.
Now play the scene and ...