Apart from lights that can be found in a Scene or a Hierarchy window, there is one that affects everything, yet isn't easy to locate. The reason why your scene isn't pitch black even with no lights around is because of default ambient light that exists in every scene and can be manipulated by going to Window | Lighting.
We've visited this window earlier in the book when we were setting the Skybox for our level. There are three parameters that affect Ambient light in your scene:
Ambient Source: This allows you to select one of the three sources of Ambient light:
Skybox: This is a default option and it takes the colors of the assigned skybox and uses them for the Ambient light, which creates a realistic looking ambience for the outdoor environments.
Gradient: This allows you to manually specify the color for three parameters Sky Color, Equator Color, and Ground Color that will light up the objects from the top, middle, and bottom respectively.
Color: This is a simpler version...