Why are my lights on during the day?

I just bought a 2011 Honda Accord Coupe a few days ago, and i was wondering why are the lights on all the time? I ask this because i was behind another vehicle and i seen the lights reflecting back at me. I looked at my headlight switch and it was on "AUTO" So i turned it to off and they were still on! Do i have some sort of electrical problem? Also whats weird is the guages are always illuminated while driving. Then right when i open the door its a dim illumination, then when i stick the key in the ignition the guages get brighter. Whats goin on?