There are (at least) two ways to think about this question. The first is to look for a simple, scientific explanation: does science tell us about any lights that were created before the sun? The second is to look for a different interpretation of the passage: is it definitely the case that we should be looking for a scientific interpretation of Genesis 1, or does it have a different meaning? We should look for answers to both questions.
Is there a simple scientific answer? Physicists distinguish light itself from objects that create light (like the sun). Verse 3 may refer to the creation of the laws that govern light itself, to the light that filled the universe after the big bang, and to the countless millions of stars that fill the galaxies throughout the universe. In contrast, verse 14 describes the sun, which sheds light on the earth and is a clear sign for all people.
How should the passage be interpreted? Notice that there are two cycles of three days in Genesis 1: days 1 & 4 describe the creation of light, day and night, the sun, moon and stars; days 2 & 5 describe the oceans and clouds, the animals that live in the ocean and the birds; while days 3 & 6 describe the creation of plants, land-dwelling animals, and people. This structure is a very strong hint that we shouldn’t be too concerned about reading Genesis 1 as a chronological record, and that we shouldn’t be surprised if things are presented in a different order to what a simple scientific reading of the chapter would suggest.