What does the phrase 'a caravan of headlights' mean?

Well, darling, 'a caravan of headlights' is just a fancy way of saying a bunch of vehicles driving together at night with their headlights on. It's like a parade of cars lighting up the road, probably on their way to a late-night taco run or something. So, next time you see a line of cars shining bright like diamonds, just remember it's a caravan of headlights coming through.