Try turning up either Character Lighting, as Bebekurenai mentioned, or your gamma settings, or both. The former lights up the area immediately around your character (and I think is found in Character Configuration). The later lights up the entire game, including distant scenery, and is found under System Configuration.

(Overdoing the gamma settings can sometimes produce a washed out look, but it's better than everything being so dark that you can't see the environment.)