You can start them on other treats as young as one or two weeks, things such as cooked egg or mashed cereal I've seen mentioned. Even a bit of grass is quite popular, although you have to be careful it's in small enough pieces for the chicks to eat. What I find the chickens love is if you hold a piece of lettuce in the brooder and let them pick at it while you're holding onto it - gone in seconds!
As for the light, yeah, keep the light on. They might get cold, and yes they are scared of the dark to begin with...
By coop, do you mean outdoors coop? If so, they'll need a bit of heat outdoors, we didn't let our chickens outside for the day until they were a couple of weeks old and it got warmer.
If you don't give them heat outdoors, I've seen people recommend just twenty mins or half an hour playtime at most. Good luck!Edited by Fierlin1182 - 4/12/12 at 1:20am