Unity ships with a few Light Cookies in the Standard AssetsA collection of useful assets supplied with Unity. Unity ships with multiple Standard Asset such as 2D, Cameras, Characters, CrossPlatformInput, Effects, Environment, ParticleSystems, Prototyping, Utility, and Vehicles. More info
See in Glossary. When the Standard Assets are imported to your project, they can be found in Standard Assets->Light Cookies. This page shows you how to create your own.
A great way to add a lot of visual detail to your scenesA Scene contains the environments and menus of your game. Think of each unique Scene file as a unique level. In each Scene, you place your environments, obstacles, and decorations, essentially designing and building your game in pieces. More info
To create a light cookie for a spot light: