With shadow_near and shadow_far you can set the beginning and end of where a light would cast a shadow. This is useful if you have a light inside of a chinese lantern and you don't want the lantern itself to block the shadow. However, if the light is inside of an old fashion or custom lantern with a metal frame you might want those shadows from the object itself. You can set the light_shadow_near close or as far as you want for that.
Next, shadow_receive vs shadow_cast lets you control whether that object will receive shadows, or cast them, respectively. Glass in general doesn't receive or cast shadows and something like a TV screen wouldn't receive shadows because it's an emitter.
Change light_shadow_radius to set the radius of the light which affects how sharp or soft the shadows are.