3D box collider go through terrain

Hello,

ok, this is driving me crazy. I must be missing something really obvious here, but I can not seem to find it. I started playing with 3D in Unity (worked only with 2D until now). I am actually following this tutorial as an example: https://www.youtube.com/watch?v=c5Snsi68xzE

My problem is that whenever I use box colliders on the car, the car just falls and go through the terrain. Car has a rigidbody, and terrain have a terrain collider. I also tried placing a cube under the car(with box collider and rigidbody), but still the car just go through it. Nothing is set to IsTrigger. I can not make any object collide without them going though each other. What am I missing here?

Thanks Jack