1. Communicate The Space Well
When lighting a scene, always consider it as a scenario, such as where the light is supposed to come from and where it should travel to the next bounce. Every light must come from a light source, no matter if it is artificial or natural light. For example, it is impossible to see any light leaking through a newly built concrete wall.
Before placing your major directional light, try to think about where and what kind of light source is emitting that light. Define the brightest and the darkest point of your scene, and expand the direct/ secondary light bounce based on those hightlight/ shadow limitations.
Mark those important areas with highlighting or shadow zones. I personally prefer to start with the highlight zone, because it’s more obvious according to our knowledge of the real world. At the beginning, I prefer use light source with large radius rather than the small one. I also try to always concentrate on the shape rather than the gradiant and detail lighting, you can polish them later.
2. Shadow Guidance
It is the shadow that makes the light shine bright. When designing the direction of your light, try to design the direction of your shadow as the same time.
Shadow casting is important for transition/ gameplay/ guidance. It creates the weight of your scene. Balance the weight of your scene between shady and bright areas before diving into any further polish of detail.
If you balance the percentage between shady and bright zones well, it will keep the important/ major area in your mind, so you will never confuse yourself while jumping forward and backward between those brightened/ darkened zones, or risk losing any major points of interest while decorate your scene with further detail based lighting.
3. Cool and Warm
Lighting in-game is like paining, but you may have to paint in a slightly logic way. When diving into detailed light polish, always respect those bright/ shady areas you marked in step 2. Based on your concept/ style guide, you may want to define the cold and warm area with a pre-planned color palette. Try to follow a stable color palette to always help you maintain the style.
Apparently, using cold and warm color contrast could also help you enhance the depth of your scene. Try to separate your front scene and background with different color, such as cold color for shady areas and warm color for bright areas. It will help push those points of interest become more obvious for players.
4. Push The Depth With Volumetric Effect
Fog or particles could boost or degrade the beauty of your work easily. I usually think about those volumetric effects in my final stage of lighting. Since too strong of a fog effect could easily flatten your scene, it's better to start thinking about the fog placement after completing the shape-up lighting design.
When you reach the stage of designing fog/ volumetric effect, your scene should already wear a decent lighting set with a clear direction of major path, highlighted point of interest, etc. Obviously you may design your fog effect in the very beginning, however, you may have to do extra tweaks after the lighting is set up, since most of the fog effect are also interactive with the light, which means it might have different effect after the light source placement.
At last, trying to understand what causes those effect in real life is very helpful. Such as dusty and dry fog, or humid and damp steam. Usually it appears in the brightest area of your scene. It will also help you soften/ sharpen your point of interest.
Fog effect, no matter natural mist or dusty smoke, are all based on our real life experience, which is why I prefer to collect photography as reference rather than fantasy painting. Apart from how it looks, where and what causes those effects are more important. How heavy the effect could be might considered as an artistic thoughts, however, our knowledge of the real world could tell us immediately if the location of those effects seems fake. So collecting real life reference is really important.