The most common and most likely answer to this crossword clue is the 9 letter word HEADLAMPS
I've seen this crossword clue in The Guardian
H
E
A
D
L
A
M
P
S
More clues leading to the result HEADLAMPS
Buddy explains!

The straight part
We know that "Lights" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case lights = headlamps.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does HEADLAMPS mean?
HEADLAMPS noun- An individual headlight, particularly of a motor vehicle.
- A flashlight worn on the head.