Lux and lumen are the two words for "light"; the articles "the" and "a (an)" are not expressed in Latin, so these words can mean "light", "a light", or "the light". To make it "my light", the phrases are lux mea and lumen meum.
There is a slight difference between the two: Lux more typically speaks of natural light--particularly daylight--while lumen is applied more frequently to man-made light (torches, candles, lamps, etc.). Lumen also has the poetic connotation of "eye" (more common in the plural lumina - "eyes").
If "light" here is specifically used in a Christian context, I think lux is best; this is, for example, the word used in the Sermon on the Mount in the phrase "You are the light of the world" (Matt 5:14)