There are many different kinds of light that we encounter in the real world, from natural to artificial, with each coming in many different guises. Natural light can occur indoors and outdoors and is heavily affected by the time of day and weather conditions. A bright morning will look and feel very different to an overcast evening, for example, which means that each will convey a distinct and different mood from the other. If you are planning on using natural light for your setting, you need to give considerable thought to the time of day and the weather in your scene, as these will have a strong bearing on the mood you create. A typical example is late afternoon into early evening, which is frequently used for idyllic or picturesque scenes - it's a time known as the 'golden hour' by some photographers because of the warm, relatively soft and strong directional light that is cast from the evening sun. This is often complemented by blue shadows filled by the evening sky.
On the other hand, you could set a scene in the harsh light of midday sunshine, or the dappled light of a forest, or a hazy fog - any of these scenarios will give a distinct mood and have impact on your scene, and each will convey a different message to your audience.
Natural light can also be used indoors as light cast by windows, and again this comes in several different flavours and can be useful for symbolic or storytelling purposes. The most famous is the north light that was favoured by artists prior to electric lighting, because the light from a north-facing window is soft, diffused and relatively constant throughout the day, enabling artists to work for the longest possible time without the light changing. This soft light has real beauty, meaning it was - and still is - favoured for aesthetic, as well as practical, reasons.
Window light that also has some direct sun is very different from
the diffuse north light, with much higher contrast that can be used to silhouette a character for instance, or the shaft of sun could be used to pick out an important part of the scene, and with far more dramatic results than using softer lighting. Another approach is to consider available light, meaning light that isn't enhanced by flash or fill lights, and work solely with what is there, no matter how limiting. This can give a gritty and realistic feel, which can be replicated in 3D with careful control of lighting conditions. The level of exposure is of particular impact; depending on how much available light hits the
camera you can often achieve dark and high-contrast scenes.