Mesh Collider on a custom building.obj and First Person Controller don't work

Hello everyone, I'm a rookie and after creating my Terrain level, I brought a custom building.obj with its' texture while having the default First Person Controller as well.
I figured out that I had to place First Person Controller above the height of the Terrain level in order to not fall.
I put my building.obj and its' texture and scaled them up a bit and despite putting a Mesh Collider component to the building whenever I hit the "Play" button my First Person Controller goes through its' walls.
Do I have to do anything more specific? Like adding "tags" on FPC or Building or anything else? I really wonder what happens and while the First Person Controller "collides" with the default Terrain Collider now won't "collide" with the walls of the building! Thanks in advance!