"It is very difficult to say when and where the first oil lamp
was used. This is partly because it is difficult to draw a line
the primitive forms of creating a continuous source of light from fire can be termed a lamp. The first lamps were made of naturally
occurring objects, coconuts, sea shells, egg shells and hollow stones. Some believe that the first proper lamps were carved from stones.
Curved stone lamps were found in places dated to the 10th century BC." READ MORE ON THE HISTORY OF LAMPS