10-3? How many rooms does you shed have?
Well you can do a couple of things. You could put in a 20 Amp breaker, abandon one side of the 10-3 (ie don't use the red wire) and have a 20 amp circuit for a light and an outlet and not worry about the subpanel. You cannot run more than 1 circuit to an outbuilding without a subpanel in that building so this is basically the max configuration without a subpanel and is fine for what you said you need.
OR you could put a 2 pole 30 Amp breaker in your panel and install a subpanel in your shed with the needed 15 and 20 amp breakers for outlets, lights, beer fridge , entertainment center, etc. You will also need ground rods for the sub panel. I would not go this route unless you like to spend money or have a reason to need that much power in the shed.
Also your not supposed to run UF inside buried conduit. You can use it for physical protection for the wire when exiting the house down into the ground and back up out of the ground into the shed.