This is a riddle that tests the listener’s attention to detail. You see, the person enters the dark room. The riddle goes on to present the listener with a number of interesting lighting options. However, what the listener overlooks is the fact that he is indeed holding a match. Hence, in order to light any one of the appliance he will need to strike a match.
Hence, the riddle plays with the mind and is one of those questions which has the answer within the riddle itself. This is why it is important to listen to these riddles carefully as you can often find the answer, simply by listening closely.