"You know Ben, I'm glad I killed your wife"

Those two are characters from Star Trek: The Next Generation and Star Trek: Deep Space 9. Captain Jean-Luc Picard and Captain Benjamin Sisko. A couple of things are required for the joke to make sense.

The first is that Picard was previously assimilated by a cybernetic species called Borg. They kidnap individuals and plug them into their hivemind, erasing all traces of individuality while also gaining every piece of information that the individual knows. When the Borg assimilated Picard, they used his information to launch an attack on the Federation. A massive battle ensued at a star system called Wolf 359 where a large number of Starfleet vessels were utterly destroyed by the Borg, including the ships of Sisko and his wife. Sisko survived. His wife did not. Picard is eventually retrieved from the Borg and 'unassimilated', carrying on with his life.

Many years later, Picard is abducted by a group of aliens called 'Cardassians'. In an attempt to get information from Picard, they torture him in a variety of ways but one in particular is shining four lights in his face and insisting there are actually 5. It's an attempt to break Picard mentally and make him question everything. After being brought to a breaking point, Picard is saved. As he's being taken away, Picard turns to his torturer and screams "THERE ARE FOUR LIGHTS" into his face as a sign of his defiance and showing that the torturer did not break him. Privately, Picard did say to his counselor that for a moment he could see five lights.

The joke involves Sisko making fun of Picards torture because Sisko partially (if not fully, in some ways) blames Picard for the death of his wife. The title joke then throws the joke back in Siskos face saying "yeah yeah, lights but your wife is dead lol".

When Picard was captured by the Kardassians he was tortured and they attempted to brainwash him. He was shown 4 bright lights and continuously told there were 5 (I think 5) of he said there were 4. The sequence ends with a final over the top amount of torture and he the last thing he said before being returned to federation was there are only 4 lights (I think). Later he is talking to someone and says he actually saw 5 the last time I believe.

In what can only be described as a legendary episode of TNG, Picard was ambushed and captured by the Cardassians. He was tortured extensively. His captor, at one point, showed him a set of 4 bright lights. He asked Picard to tell him how many lights he saw, Picard answered 4 and was tortured. The Cardassian required an answer of 5 lights. The idea was to break Picard - to remove him from reality and craft him into whatever it was the Cardassians wanted - i.e., a source of information. An intelligence asset. Picard didn’t break. He was eventually rescued by the Federation, including a real asshole who was temporarily captain of the Enterprise during Picard’s away mission. Upon his rescue, Picard turned to his captor and proclaimed defiantly, “THERE ARE FOUR LIGHTS!”. Which was a euphemism for “FUCK YOURSELF IN THE ASS WITH A CACTUS, YOU COULDN’T BREAK ME, CARDASSIAN FILTH!”

!Picard, as Locutus of Borg, killed Sisko's wife at the battle of Wolf 359. The four lights reference is related to an episode where Picard is tortured and to price his well is broken the cardiacs want him to say there are 4 lights when there were actually 5. Picard never breaks during his torture and quite emotionally yells "there are five lights"!<