I grew up with a night light in my room as a kid and after growing older, I also had trouble sleeping in rooms that were "too dark" to sleep. I'll admit it. It happened again when, as an adult, I lived in an apartment with a street light near the bedroom window and I was too poor to buy a curtain; after I moved out I had a hard time sleeping in a dark room again for a while.
There's not really anything to do except just buck up and do it; turn off all the lights (and TVs and other nonsense) and sleep in the dark. If it helps, think of it this way; when you have a girl over (hey, it could happen), are you gonna want her to see that you sleep with a night light on?
Also, when you have kids, don't put a night light in their room. At most put in one of those motion-activated ones in the hallway outside or something.