I made game assets that look great in Photoshop, but they look like crap when I import then into Unity and run the game. Why?
Go to your assets window and click on the image. On the inspector, you will see the import resolution. Switch it to 2048 (it is 1024 by default). You can play with the different filter modes too. For example, I'm developing an old-school kind of game with big pixels, so I set the filter mode to "Point", so that sprites don't get shady.