Probably the most important factor in creating a convincing composite photograph is matching the lighting, but that's also something that has a lot of nuance and can be very difficult to do. This helpful video will show you a quick and powerful technique for better matching the lighting in composite photographs.
Coming to you from Aaron Nace of Phlearn, this great video will show you how a threshold adjustment layer can be used to match the global lighting of a composited figure to that of the background. It can be difficult to eyeball whether your subject is just a bit too bright in the highlights or other subtle lighting nuances, but the goal of the threshold adjustment layer is to throw these into obvious contrast. It does this by separating the luminance values of the image into two sections: black for all values below the chosen value and white for all values above it. By doing this, you can very quickly see if certain areas of your subject are too bright compared to the background, etc. It's a quick and powerful method for precisely dialing in the correct levels; check out the video above for the full rundown.
It's a tool for helping to match light, not a complete solution.
Match it or don't match it. But not including light direction is a zero % match.
This is probably the worst example to pick to show this technique. No way in hell both light sources' directions match.