JOEL - Actually the Mormon Church is Christian, but that's a whole other subject.

There is no "official" Church doctrine about where the light came from on that first day of creation; only some opinion from Church leaders.
In Genesis 1:2 it says:

"And the earth was without form, and void; and darkness was upon the face of the deep"

Our LDS scriptures contain other accounts of the creation that give additional information about the process. In our "Pearl of Great Price" scriptures in the book of Moses we read:

2. And the earth was without form, and void; and I caused darkness to come up upon the face of the deep; and my Spirit moved upon the face of the water; for I am God.
3 And I, God, said: Let there be light; and there was light.
4 And I, God, saw the light; and that light was good. And I, God, divided the light from the darkness.
5 And I, God, called the light Day; and the darkness, I called Night; and this I did by the word of my power, and it was done as I spake; and the evening and the morning were the first day. (Moses 2:2-5)

Notice in verse 2 that it doesn't just say that darkness existed; it says that God Himself caused it to be dark; suggesting that before the creation process started there was already light.
An early Church apostle, Orson Pratt said:

"It would seem, that light had been shining previous to this time. The universe, probably was lighted up, so far as it existed, and that light shone forth over the face of this embryo creation. Where that light came from or how it was produced is not mentioned; but the Lord was obliged to create darkness in order to envelop the earth therein. Whether the sun shone upon the face of this creation, before the Lord created darkness, is not for me to say. If it did, it would be an easy matter for him to withhold the rays of that bright luminary(sun) in such a manner as seemed good in his sight" (Journal of Discourses 16: 314)

Church President John Taylor offers this alternate possibility:

"They(Gods) next caused light to shine upon it before the sun appeared in the firmament; for God is light, and in him there is no darkness. He is the light of the sun and the power thereof by which it was made; he is also the light of the moon and the power by which it was made; he is the light of the stars and the power by which they were made. He says it is the same light that enlightens the understanding of men. What, have we a mental light and a visual light, all proceeding from the same source? Yes, so says the scripture, and so says science when rightly comprehended." (John Taylor, in Journal of Discourses, 18:327.)

Church Apostle William W. Phelps observed: "We can look back to the morning of creation, when God said, Let there be light, and there was light, without ever remembering that his glory covered the heavens and his brightness was before the brightness of the sun." (The Evening And The Morning Star, I (February, 1833), p. 65)

So if it did not happen as Orson Pratt suggested, the light may have somehow eminated from God's glory or perhaps was allowed to shine from the place where God resides. It is this same light of God's glory we believe that will shine forth causing the earth to be burned at Christ's second coming (Malachi 4:1).