Hi Jason @demonslayer112 ,
The Sun is a bit different, because it’s a directional light (‘infinitely’ far away), but with Point Lights for instance, there are, apart from the Light Rays (see also my answer to your other question where you are completely lost), Shadow Rays, cast from each shading point towards each Light and if there is something in between, it’s a shadow. The border of that shadow is sharper, when the Light is smaller, or further away, as you astutely mentioned:

This is also when the Object, casting the shadow is further away from the ground, for instance.