Car dash board - light - switch settings?

I see that in my 2004 ford car,
when i turn on my head lights. The indicators on dashboard like mileage, direction etc etc and even the time in my music player turn off.
and when i turn off the head light switch, the above readings in the dasbboard shows offf.
why is it that way. Or something wrong in my switch settings

Typically the digital readouts will dim when the headlights are turned, the assumption is that it is dark outside and the readouts would be annoyingly bright.
You might be able to compensate somewhat by using the dimmer function for the dash lights, crank it up a bit and see what happens.

Look in your owners manual about changing the brightness of the gauges. Usually there's a knob to rotate that brings the light up or down.