Switch:
all the way down (counterclockwise) is 'Off' - bike dead, key comes out.
middle position is 'Run' - bike can run, key stuck in.
all the way up is 'Park' - taillight on, bike dead, key comes out.
Battery:
you need a 12V battery. A weak one may dimly work the lights, but you need some good juice to run the bike. Lots if you use the starter, less if you kick-start it. All because the alternator doesn't start putting out serious power until it's spinning 1,500~2,000 RPM.
Among a million other possibilities, check your fuses. They're behind the left side cover (careful pulling the cover off, they're fragile - pull at the posts - 3 of them, 2 top corners and one on the bottom). Check them with a meter and clean up the fuse block so you have a good contact. Also make sure your main ground is good - pull, clean, vasoline and reinstall.