So I need a glowing sphere with a halo of light, which casts light on a near objects. Also, as you see on the image, sphere must have a gradient.
I'm using 2 spheres and point of light at the moment. And I really don't like the results:
So... is there any ideas?
I think you have two needs,
(1) the "actual" light which casts a light on nearby objects.
(So, I mean that is literally a UnityEngine.Light http://docs.unity3d.com/ScriptReference/Light.html )
(2) Separately, you need (basically) a "glowing orb" that looks like the white and yellow thing in your image.
These two things are completely separate.
Now regarding "2" how to make a glow, that's called a "bloom". There is a lot to look in to but this will probably do it for you:
http://answers.unity3d.com/questions/914945/what-replaces-the-glow-effect-in-unity-5.html
Note that getting a good glow is not that easy.
Here's a really great asset, that's actually free for goodness sake,
https://www.assetstore.unity3d.com/en/#!/content/28044
you should surely get that to experiment with at first. There are other well-known assets as well, like https://www.assetstore.unity3d.com/en/#!/content/8238
Be sure to google for many QA on the glow topic.