Why do you think there isn't much light on Mars? The intensity of the sunlight is lower due to the greater distance from the sun, but that's really not much of an issue, especially since the atmosphere is very thin. The average lighting conditions near the equator on Mars on a clear day would be somewhat similar to northern Canada. So maybe not ideal, but definitely not unbearable. Artificial lighting will still be needed though, as the colonists will spend most of the time indoors, probably even in the excavated structures underground, so in that sense, lack of natural sunlight could be an issue.
I think isolation, remoteness, cramped conditions, hostile environment, repetitiveness of daily tasks and high levels of stress would be by far larger issues regarding mental health of Mars colonists though. Will some people struggle and reach their breaking point? I'm absolutely sure they will. But in the end, humans can adapt to whatever conditions they need to. It's also safe to say that resilience and mental fortitude will be one of the key factors in selection process, especially for the first generation of settlers; you won't just send any random unprepared people there...