Likely the first form of light that you'll use is the Camp Fire. This is a weaker form of the Fire Pit but is good for traveling because it is relatively inexpensive next to the Fire Pit (requires stone and is more scarce). This will provide basic light and warming thoughout the night. It will also be useful for cooking all food into a basic cooked form such as cooked carrots.
The two major downsides to a Camp Fire is that if it gets too big, it can burn nearby wood like trees and it goes through wood pretty quickly when you try to keep it fueled. Additionally, if you let the fire go out, you'll have to build another Camp Fire from scratch. This usually isn't a problem because you're going to keep the fire going through the night (generally) but it costs a little more to rebuild the fire the next night.