@mcgyvridentified three places to modify the lighting. Summary: By setting your styles and templates you can assure that all future files will take the desired lighting that you select and for old files you need to reset manually. I have found a fourth location that deals with lighting.
I noted with interest that whenever I start a new part, the lighting style is initially Grey Room for a brief moment until the template styles override it to my selected Two Lights.
I examined the Application Options XML file and noted that there is a place under Display where there is an attribute "EnvironmentLightSource" which is set to "GreyRoom". This "implies" that there is a way to change your Application Options to select a default lighting style. The likely place is under the Settings ... button on the Display tab but there is nothing there (Inventor 2018). Thus, I see no way to change it except by editing the XML file (not ideal).
Regardless, the selected lighting style in the part/ass'y template should override this lighting BUT this Application Options setting COULD be related to some of the occurrences discussed above wherein a restart of Inventor cured the situation.
Inventor Pro / Vault Basic