Open the fuel valve on your propane lantern all the way. This emits propane gas, so you'll want to have the matches on hand. Avoid lighting your lantern near a campfire, since propane is flammable. The fuel valve is typically located below the mantle, which is the part of the lamp that lights up.
Strike a match. When the match catches, bring the tip of it close to the mantle on your propane lantern. Hold the match up to the lantern until the fire catches, then pull the match away. Extinguish the match.
Turn the fuel valve down to lower the brightness of your propane lantern.
If your propane lantern lights without a match, press the start button. The lantern will light automatically as long as there's propane in its tank.