When you're tweaking the parameters of the "light data", I assume you still have the HDRI influencing the scene. I had to turn mine off in order to see any significant changes. I realize this is a "beginner" course to introduce me (yet again) to the basics. Am I trying to get too down in the weeds out of the gate?
EDIT
And if I had bothered paying attention to what you were doing, you indeed went into world tab as I did, but just turned down the HDRI influence (strength) and kept the HDRI rather than eliminating it like I did. I feel a little dumb, but learned something new in the process
