Day 1 is appropriate really. They just become used to the artificial red heat lamps, nothing wrong with them but that become's their norm. They'll peep/cry for a few nights once it's taken away, but they'll soon adjust. Some people use a brinsea ecoglow, or heating pad cave, etc as a brooder and turn the lights off at night from day one and the chicks learn day and night early on. I've used them all - first a red lamp before moving to a "mama heating pad" (which I liked at first, but wound up not so much), and ultimately invested in a Brinsea ecoglow that I now use for my brooder heat.
Currently, I'm brooding with the Brinsea but have the light on in the basement because I was brooding a few different batches (1 lamp, 1 heat pad, 1 Brinsea) because of hatch dates, size, etc so the light from the lamp stayed on. I moved the lamp chickens outside yesterday and they had no light last night and survived it at 4 weeks old. The batch of chicks left in the basement (2 weeks old) will get a dozen chicks added to them tomorrow in a divided brooder and I'll be using the brinsea and the heat pad and the lights will go off at night on all of them to get them use to it.
I said all that to basically say this - turn the lights off if they don't need heat (once feathered, 4+ weeks usually), and they'll adjust well enough. ;)
They will get used to sleeping in the dark, like, right away. They are conning you. Chickens aren't stupid. They figure out how to work us humans to get what they want.
I usually use a night light for the first couple nights while teaching chicks to go into their coop at night. After they learn the coop isn't a scary place, and they become familiar and trusting of both the inside and outside, then I remove the light.
Several years ago, I had a big Brahma rooster who was afraid to go into his coop at night. I had a wild thought that maybe he was missing the security of his red brooder light, and that might get him to go in. It worked. But he became addicted to it. It took weeks to wean the big lug off his light.
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