I have named each world (NOT the starting worlds) world1, world2, world3, etc until they can be named. I am starting with World1 and working up to World10. In 2 hrs, I have got this far in building the environment on World1. This includes the walking paths for the entire world, and the few trees with shadows, along with the spawning point in World1.
Here is a teaser to World1, as it is right now. (Notice that the shadows are on the trees, as well as below them. This was created using the blob-shadow prefab that comes with the standard assets).

- World1Teaser.jpg (116.56 KiB) Viewed 66 times
I am starting the worlds from scratch, from what I have learned now, and also to clean up everything from before. Removing scripts that aren't being used, prefabs, etc.