Slow shadows appearing

Sorry if this is in the wrong area of the forum. Wasn't really sure.
I've done the survival tutorial where you kill zombie toys in a toy land and everything is fine
https://www.assetstore.unity3d.com/en/#!/content/21028

But now I'm making my own game and I loaded these assets into my project so I can use the tutorial and get camera and other stuff right. One issue I notice though when I'm moving my character around I can see the shadows on all the environment turn on and off as I move closer or farther away from them.

It doesn't do this when I followed the tutorial from start to finish so I have obviously missed something.
Its almost like the radius of my character is choosing when to show the shadow on a environment object and its not large enough for my screen.

The square for the camera view showing in the picture below I assume is my screen view.
So idk is there some radius on something that determines when shadows are rendered?

Thanks to those taking time out to answer this.

 

if your using realtime shadows, go to edit ---> project settings ---> quality

in the quality settings you should see a parameter for shadow distance, turn that up.