Actually, they're feathered edges, and it's easy to change these things in the properties for the light in question: softness, distance from the background.... what have you.
But if you want no edges at all, you could make it an ambient light.
I presume you're talking about the banding in the transition from dark gray to black. There's only so much you can do, because there are so few values of gray being spread across a much higher number of pixels.
The first thing to do: work in 32 bits. It'll help even if you eventually render out to an 8 or 10-bit codec.