Yes remove the shelves you really need the desk on the 66" wall to make the space feel larger . I would need to know exactly what you need in the space , home offices are best designed for all the stuff or not that you need. Do you have another office space where you can just use wireless in this space . If you post a floor plan it always helps along with the list of stuff you need.This appears to be a walkin closet some I assume you do not need that space anymore. Info is always a good plan

I would start by removing the shelves and patching the holes left behind in the walls. How many outlets are in the space. You'll want to do a space plan for whatever you need-desk, chair, computer, storage, etc. Make a measured drawing of the space then use a layout plan so you can get sizing of the pieces you need to add correct. Then you should have an electrician come in to add enough outlets so you can safely plug in everything that needs to go in there. I would try to arrange things so the desk is facing the door so you can work with the door open most of the time. Otherwise, it's going to feel very claustrophobic in there. Choose a paint color, lighting fixture, furniture, and set yourself up!

Lighting is very key in this space. Also if this room has a roof over it, you may want to consider a sky light also.

Oh goodness....an office with no natural lighting? You will not be as efficient in this space because of that (natural light helps us work actually!). Anyways, keep the paint color light...I don't usually like creams/whites as paint, but I would suggest that for this space to keep things light. For the desk, I'd either face towards the door with it pushed to the one side (in this case the desk would need to be about 50" long so you could walk around it). Or, I would have the desk facing one of the side walls - the desk would be as long as possible to fit in the space. Does that make sense? And yes of course remove the closet shelving. I thought about skylights, but unless this is your forever home and you know that you will always want this as an office as opposed to a closet, I wouldn't spend the money on the skylight. It would be very expensive, and very expensive to change back if you wanted a closet again (light in the closet could ruin your clothing).

Can you remove the doors? Open the casement if it is only one door? Install French doors?

Is this a top floor? Can you investigate a solar tube?

That said, we have a finished basement with no natural. You don’t feel like it’s a basement because we have adequate lighting.

Your saving grace is that you can keep the door open. If you find it claustrophobic, you can alway do your actual work elsewhere but at the end of the day, this office becomes the drop zone and catch all where it is all coordinated.