According to the Bible, specifically in the book of Genesis, God created light on the first day.
Genesis 1:1-5 (NIV)
"In the beginning God created the heavens and the earth. Now the earth was formless and empty, darkness was over the surface of the deep, and the Spirit of God was hovering over the waters.
And God said, 'Let there be light,' and there was light.
God saw that the light was good, and he separated the light from the darkness.
God called the light 'day,' and the darkness he called 'night.'
And there was evening, and there was morning-the first day."
So, on the first day, God created light and separated it from darkness, establishing day and night.
