Every time I fall asleep with the lights on I night terrors? Is that odd?

Depends. If you can remember having night terrors, then odds are probably not night terrors and it could be something else. Anything that disrupts our deep sleep can elicit complex, unwanted behaviors. Noise, physical discomfort, periodic limb movements, sleep apnea can trigger these events. Not sure how lights could elicit these, but certainly possible you may only remember these events when lights are on.