Klenne,
you can only see the light (or the symbol for the light source), wenn you activate it (e.g. by clicking). the LIGHT ITSELF is only visible in the final render (create photo, quality 3 or 4).
So, the whitle little thing is a wireframe sphere - the light source.
btw. when you use the included lamps instead of importing your own one you don't have to add a light source.
Sometimes, when you add your own light source into your design, the light source (which is basically a sphere) gets partially hidden by surrounding objects/walls etc.. Therefore it might be invisible in the final render or there might be black spots instead of a light and so on.
hope this helps a bit.
macfrog
below: screenshot of a selected light src:
