It's not just lights in bedrooms that stop kids knowing total darkness though, street lights also help make sure they can always see what's going on.
But while sleeping with the light may make you less afraid, it might not be very good for you.
Dr Chris Idzikowski, director of the Sleep Assessment and Advisory Service, says all that light could stop your body making an important chemical called melatonin.
It helps your body know when it's time to be awake and time to be asleep, and without it children could need sleep at weird times or even become hyperactive.