There is no clear description of a lamp in the Bible but many have been discovered from the ancient world, especially in Israel. We know the lamps that were in use during the time of Jesus, and we also know the lamps that were in use by the Hebrews in early Egypt because of archaeological discoveries.
Oil lamps were made of common pottery and first began to appear in Israel during the Neolithic Period. Throughout the centuries the shape of oil lamps changed a great deal, and more elaborate designs were being implemented.
In the ancient world people did not have electricity like we have today, in fact the inside of the home was about as dim as a 40 watt light bulb. Most homes would contain several oil lamps because olive oil was in abundance and therefore not expensive. There was also an oven that provided a little bit of light, but the oil lamps were the main source of light in every home.
The King James Version of the Bible translates the word for lamp "candlesticks," but that is not an accurate translation because in ancient world they did not use candles. Even the seven branches on the menorah within the Tabernacle and the Temple were actually lamps that held olive oil and wicks.
Ancient lamps were oval shaped, and flat on top. They actually had small bowls on one end, with the other end pinched real tight which formed a groove to hold the cotton or flax wick. One end of the wick would even float in the olive oil. Some of the lamps had a lid over the bowl. They were usually made of clay, but the more expensive lamps were made of bronze and sometimes even of gold. Some of these were very beautiful and would contain very elaborate decorations, many Roman lamps had images of their gods.
In order to light a lamp they had to rub sticks together, or they would strike stones to make sparks. Olive oil was available in abundance and therefore lamps were left on for long periods of time, and also gave off a sweet scent.
The Bible often talks about lamps:
Psalms 119:105 Your word is a lamp to my feet And a light to my path.
Jesus often spoke of lamps and light in His teachings:
Luke 15:8-10 "Or what woman, having ten silver coins, if she loses one coin, does not light a lamp, sweep the house, and search carefully until she finds it? And when she has found it, she calls her friends and neighbors together, saying, 'Rejoice with me, for I have found the piece which I lost!' Likewise, I say to you, there is joy in the presence of the angels of God over one sinner who repents."
John 8:12 Then Jesus spoke to them again, saying, "I am the light of the world. He who follows Me shall not walk in darkness, but have the light of life."
Ancient Oil Lamps
Bible History Online