I have a 96 F-150 xlt. been sitting for a while, just changed the front
gas tank to get it ready for winter. when I connected the battery,
every light came on but the headlights. No way to shut them off, so I
disconnected the battery...I was able to start the truck, so I know I reconnected the fuel electrical stuff. Very weird. Does anyone have any help?

 

Every exterior light, every interior light, every dash/instrument cluster light? Does it have any aftermarket wiring, like an alarm system or keyless entry? Are you sure you have the battery connected properly? Regardless of the color of the wires, the (+) should go to the starter & the starter relay; (-) should go to the core support, frame, & engine.