Adventuring parties need light to see by and properly judge how best to react within a particular encounter area. Sunlight is best and always provided during the day in outdoor locations, but many city-based areas and some underground locations may be artificially lit as well.
However, some areas are naturally dark too (or made dark through magic). In such places, game play proceeds as normal but any combat attack rolls are made at -4 to hit. Hence, it's in the party's best interests to provide some sort of artificial light (such as through the use of a torch or the casting of a Light spell) when exploring dark places.
Note that some races (such as dwarves and elves) can utilize Darkvision (the ability to see in the dark) and therefore do not suffer the -4 to hit penalty when fighting in dark places.