Step 3: Getting it in Place
If you're making something more complicated than a box, Blender likes to import it in pieces, so you'll need to join them together.

How to Import from Sketchup (free) to Blender - a Short Tutorial
In 3D View, highlight all of your imported objects on the right. Then go to Object --> Join.
This will put all of them into one object, which you can call mesh.
Next we want to make the scale work. Make sure your object is at 0, 0, 0. Then on the right of your screen, under Scene, expand Units. Then set the units to Meters, and the scale to 1.

How to Import from Sketchup (free) to Blender - a Short Tutorial
Now we have to apply the scale. Under Object --> Apply, click Rotation, Location, and Scale for your object. This makes it so Blender recognizes what you did.
Step 4: Cleaning it up
At the top of the page, go into Edit mode. Make sure you have it on Edge selection. You will see a lot of lines that weren't there in Sketchup.

How to Import from Sketchup (free) to Blender - a Short Tutorial
There are two ways to clean them up. The first is to manually highlight the extra lines, hit delete, and choose Dissolve Edges. The manual way takes a while (especially for complicated objects), but it means you won't delete edges that you want. The automatic way won't delete outside edges, but it may delete internal edges that you want.

How to Import from Sketchup (free) to Blender - a Short Tutorial
To do it automatically, select all, then go Mesh --> Clean Up --> Limited Dissolve. If there are particular internal edges you want to keep, make sure they are unselected when you do this.
Step 5: Normals
We want all of the normals to be facing out, otherwise that piece will become invisible inside the game. To make the normals visible in Blender, we want to be in edit mode, with Face select. Then, on the right, under Mesh Display, then Normals, click the box that has the Faces outlined. This shows the direction of the normals.

How to Import from Sketchup (free) to Blender - a Short Tutorial
Now, select any face that doesn't have a normal pointing the right way. Then click Mesh --> Normals --> Flip Normals.
There, now your building is all fixed up!
Also note, when doing UV Layout, choose Smart UV Layout, or otherwise it will twist all your pieces in weird ways.