What are the differences between these different types of light?
The light that God is:
I John 1:5 This then is the message which we have heard of him, and declare unto you, that God is light, and in him is no darkness at all.

The light that the Father dwells in:
I Timothy 6:16 Who only hath immortality, dwelling in the light which no man can approach unto; whom no man hath seen, nor can see: to whom be honour and power everlasting. Amen.

The light that the LORD covers himself with:
Psalm 104:2 Who coverest thyself with light  as with a garment: who stretchest out the heavens like a curtain:

The light he made on the first day:
Genesis 1:3 And God said, Let there be light: and there was light.
 4 And God saw the light, that it was good: and God divided the light from the darkness.
 5 And God called the light Day, and the darkness he called Night. And the evening and the morning were the first day.

From the light he made on the fourth day:
Genesis 1:14 And God said, Let there be lights in the firmament of the heaven to divide the day from the night; and let them be for signs, and for seasons, and for days, and years:
 15 And let them be for lights in the firmament of the heaven to give light upon the earth: and it was so.
 16 And God made two great lights; the greater light to rule the day, and the lesser light to rule the night: he made the stars also.
 17 And God set them in the firmament of the heaven to give light upon the earth,
 18 And to rule over the day and over the night, and to divide the light from the darkness: and God saw that it was good.
 19 And the evening and the morning were the fourth day.

In his light we see yet another light?
Psalm 36:9 For with thee is the fountain of life: in thy light shall we see light.

The light that his word is:
Psalm 119:105 Thy word is a lamp unto my feet, and a light unto my path.

The light given by his word:
Psalm 119:130 The entrance of thy words giveth light; it giveth understanding unto the simple.

The true Light:
John 1:9 That was the true Light, which lighteth every man that cometh into the world.

The light of the world:
John 9:5 As long as I am in the world, I am the light of the world.

The light of the gospel:
II Corinthians 4:4 In whom the god of this world hath blinded the minds of them which believe not, lest the light of the glorious gospel of Christ, who is the image of God, should shine unto them.

The Lamb is the light:
Revelation 21:23 And the city had no need of the sun, neither of the moon, to shine in it: for the glory of God did lighten it, and the Lamb is the light thereof.