Without knowing some more facts, there could be several different answers to explain why a ceiling fan's lights "go out":
- someone has turned them off at the switch for the lights on the fan unit;
- the light bulbs are "dead" and need replacing because their filaments have broken;
- there is a fuse protecting the lighting circuit and it needs replacing because it blew from the surge of high current that sometimes happens when a light bulb "dies";
- there is a timer in the fan unit which turns the lights off after a certain period of time;
- the wiring from the switch to the light has become disconnected;
- the switch in the fan that controls the lights is broken and needs to be replaced...
