I'm not sure with the 'play automatic', maybe it's an old feature, nowadays I think you make a frame of 'idle' in the import settings> animation tab, cause it will want to have a default animation.(not sure though)
I know what you're saying with wanting to duplicate what has been done, sort of like building after a lego plan and if a piece is missing it just sucks
but most tutorials I've got working I had to do at least one thing differently to get it working, and actually it extends ones learning seeking these small independent solutions. It's impossible to secure tutorials against future changes of the program, and unity has changed quite a bit since the tuts were made.
Since summer there has been a shadow option in the directional light in Unity free.