if it actually pointed to the left, the shadow should have been on the left wall, not on the floor... actually the whole shading looks wrong, I mean: if there's not the direct light of the sun (coming from the windows, for examples) the only shading you could add in a proper way is the one of ambient occlusion/indirect lighting,... in this case the shadow should be blurry or almost absent not as defined as the ones of the chars and the one of the punching bag. to me it looks more like a hole in the floor. Probably you have to remove it
If you also see the background, the houses have light source from above/up. The trees have a light source from left/up... I just wonder what's the alternate universe with 3 suns... but even if there were 3 suns it all could have looked different.
anyway, this is just realistic accuracy, if you do not care, well... do not care, I understand it happens when you use different layers from different games / scenario's who use a different lightsource..
It just doesn't feel realistic to me, not just a matter of taste, nothing personal. Personally I like the concept, but I don't like the mashup.
I think you should remove that shadow, put some lamps above the chars (so their shadow will be "justified") and possibly add other lamps above any object that has a shadow that directly aims down on the floor.
Of course, either you change the trees behind the windows or change the houses. Any element you choose is fine, but they should have the same lightsource.