FPS Tutorial Help

Hi, I'm new to Unity 3d and I'm having a very difficult time using it. I've been trying to go through the FPS tutorial on Unity's website, but as I went through it step by step I hit a problem from the start. When I put the level in the scene, it doesn't apply the textures to the map, so it its all grey. The tutorial said I didn't need a light source because the the scene was all ready lit up. How do I fix this issue? Thanks.