Star Trek

Those two are characters from Star Trek: The Next Generation and Star Trek: Deep Space 9. Captain Jean-Luc Picard and Captain Benjamin Sisko. A couple of things are required for the joke to make sense.

The first is that Picard was previously assimilated by a cybernetic species called Borg. They kidnap individuals and plug them into their hivemind, erasing all traces of individuality while also gaining every piece of information that the individual knows. When the Borg assimilated Picard, they used his information to launch an attack on the Federation. A massive battle ensued at a star system called Wolf 359 where a large number of Starfleet vessels were utterly destroyed by the Borg, including the ships of Sisko and his wife. Sisko survived. His wife did not. Picard is eventually retrieved from the Borg and 'unassimilated', carrying on with his life.

Many years later, Picard is abducted by a group of aliens called 'Cardassians'. In an attempt to get information from Picard, they torture him in a variety of ways but one in particular is shining four lights in his face and insisting there are actually 5. It's an attempt to break Picard mentally and make him question everything. After being brought to a breaking point, Picard is saved. As he's being taken away, Picard turns to his torturer and screams "THERE ARE FOUR LIGHTS" into his face as a sign of his defiance and showing that the torturer did not break him. Privately, Picard did say to his counselor that for a moment he could see five lights.

The joke involves Sisko making fun of Picards torture because Sisko partially (if not fully, in some ways) blames Picard for the death of his wife. The title joke then throws the joke back in Siskos face saying "yeah yeah, lights but your wife is dead lol".