The use of lighting and shadows can help improve the look and feel of 3D models. Cocos creator has inbuilt support for these so they will be used here.
As shown in the screenshot, click on the scene, go to the inspector and make sure the following are done.
Now enabling the shadow does not mean that shadows will be displayed on the objects. We need to enable the shadows on the 3D models themselves. For this, click on the Body of the player and then go to the inspector. The MeshRenderer has a DynamicShadows section for 3D objects. Switch Shadow Casting Mode to On for the 3D model that should have the shadow displayed.
The light source also has to point towards the 3D object or should at least be high enough to cast light on the character. So click on the "Main Light" and then change the rotation values as shown in the figure. You can try -10,6,10 which is in the official documentation but I went for -60,60,10.
Try running and checking that it looks as good as you want and adjust further to get exactly what you want.
The screenshot above shows how mine looks.