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Resistance in a creatures stat block is written as follows:
bludgeoning, piercing, and slashing from non magical weapons
Does a weapon count as magical, even if I am not attuned to it? I know I can't use the weapons magic abilities, but in my mind it would still be a magical weapon. Is there something in the rules concerning this?
For concreteness, let's look at the berserker axe, the first attunement-requiring weapon in the DMG. Its description reads, in part (DMG p. 155, emphasis mine):
You gain a +1 bonus to attack and damage rolls made with this magic weapon. In addition, while you are attuned to this weapon, your hit point maximum increases by 1 for each level you have attained.
Grammatically, it would seem that only the HP-benefit requires attunement, and that the +1 bonuses apply the moment you swing it. Then, by dint of having a magical +1 to attack and damage, I'd say the attack is magical and cuts through the shadow's resistance. (groan)
The hammer of thunderbolts also has this "severable" construction to its features, as does (HotDQ spoiler)
the greatsword Hazirawn, held by Wyrmspeaker Rezmir (HotDQ episode 8)
These two are definitely a close call, though. Perhaps even a toss-up.
Most attunement-required weapons don't have this sort of provision, and it would seem that all of their magical utility requires attunement. See, for example, the holy avenger, flame tongue, staff of _____, sun blade, sword of _____, etc.
Further, the "Attunement" rules include the following statement (DMG, p. 138):
Without becoming attuned to an item that requires attunement a creature gains only its nonmagical benefits.
Certainly it looks like all of the other weapons, then, wouldn't give you their magical benefit without attunement. Moreover, the berserker axe does, in fact, require attunement, so this would seem to argue that you don't get any magical benefits from the axe. So perhaps even the berserker axe and hammer of thunderbolts need attunement to cut through resistance.
Rules designer Crawford unambiguously confirmed in a pair of unofficial tweets from November 2018 that the answer is "yes" for all magic weapons:
does a magic weapon still bypass resistance or immunity to nonmagical attacks if it requires attunement and the wielder isn't attuned?
You can strike someone with a magic weapon even if you're not attuned to it, and the weapon still counts as magical. Your attunement doesn't determine its magicalness.
But by not attuning, it behaves as a magic version of the standard weapon? i.e. if part of its attunement was an increase to attack and damage, that wouldn’t be part of the attack?
If you're not attuned to a magic item that requires attunement, you benefit from none of its properties. But it is still an object (a sword, a suit of armor, a book, etc.) and functions as such. And it is magical.
See the DMG for more on attunement.
Though Crawford's tweets are no longer considered official rulings, they can still provide useful guidance, as in this case. Crawford's ruling also aligns with my own interpretation of the rules; Selwi Jerandi's answer does a good job of summarizing the logic:
From another point of view, if you hit a creature with a magic weapon that you are attuned to, the target is not attuned to the weapon - so why does the magic weapon bypass its resistances? This is because being magical is a property of the weapon, not a magical benefit to the user (or curse to the target).
In essence, the key is that such weapons are listed in the books as magic items (no matter whether you're attuned to them). Nothing in the rules suggests that "being magical" is something you have to attune to the item to gain the benefit of; the "magical benefits" referred to in the attunement rules are those detailed in the description of the specific item.
Attacks from magic weapons always bypass resistance to damage from nonmagical attacks, because the weapon itself is innately magical - even if you can't take advantage of its other properties.
I think that most of the answers quoting the DMG page 138 are missing the point the querent is making.
Without becoming attuned to a magic weapon, a creature gains no magical benefits from it, so it behaves like a +0 magical weapon to the user. Please note "to the user".
The case of the Hammer of Thunderbolts is clear cut. The DMG clearly states it functions as a +1 weapon (and does more when attuned).
From another point of view, if you hit a creature with a magic weapon that you are attuned to, the target is not attuned to the weapon - so why does the magic weapon bypass its resistances? This is because being magical is a property of the weapon, not a magical benefit to the user (or curse to the target).
This is best illustrated by magic weapons that do not grant the user any benefits to hit and damage; a Dancing Sword is one of many examples. I don't think anyone would argue that this sword does non-magical attacks.
Additionally, note that most 'simple' magic weapons up to +3 do not require attunement. From the perspective of game balance, this interpretation makes sense.
I think the rules on attunement are quite clear, actually (DMG, p. 138):
Without becoming attuned to an item that requires attunement, a creature gains only its non magical benefits, unless its description states otherwise. For example, a magic shield that requires attunement provides the benefits of a normal shield to a creature not attuned to it, but none of its magical properties.
Pretend that items that don't require attunement don't have an activation switch, and items that require attunement require an activation switch.
If it doesn't require attunement, no matter what you do, it's magical.
If it does require attunement, then you are only able to harness, unlock, find, how to bring out that magical nature by spending your time to attune to it... If you haven't attuned to it, however, it acts like it has no magic properties.
I would say no, they're not considered magical if you're not attuned, because of this line in the rules on attunement (DMG, page 138):
Without becoming attuned to an item that requires attunement, a creature gains only its non magical benefits, unless its description states otherwise. For example, a magic shield that requires attunement provides the benefits of a normal shield to a creature not attuned to it, but none of its magical properties.
Sorry.
