I don´t know if this a GPU issue or I did someting wrong... I was starting to adding the colors and I noticed this problem with the shadows. I tried to use more lights, but keeps like this. Only on Eevee. Rendering on cycles is normal. Thanks!!!
jpgaelzer There are some shadow settings in the eevee render menu on the bottom right. Try playing around with some of those settings. 
Or perhaps you have some faces with inverted normal, may want to double-check by doing the good 'ol Shift+N on all faces in edit mode.
Let me know if that helps.