Why is it not always light?
Olber's Paradox (Heinrich Wilhelm Olbers, 1758–1840): If the Universe were infinite, or there were infinitely many stars, then no matter which direction you look, you'd see a star. Thus, the night sky would be as bright as the Sun. Therefore, the Universe is not infinite, and does not contain an infinite amount of stars.

Also, the light from distant stars does 'get weaker' because of the inverse square law; this is the same reason lights look dimmer when they're further away.

I wonder if gravitational redshift has anything to do with it, too. Anyone?