A few general tips regarding Bezier Objects and the Curve modifier.
- For an easier time set curve origin to one of its ends, preferably its starting point.
- If necessary under Edit Mode invert spline direction so the start point is at the same end as the origin
- Place both the curve and the deformed object at the same location in the scene so that both center match in world coordinates
- Make sure both objects have matching rotations on all axis. Clear rotations beforehand, correctly orient your mesh, and then apply all rotations in Object Mode. After adjust as necessary, rotating both curve and mesh in tandem.
- Apply scale on both objects. Having uneven or unmatching scale factor will lead to issues.
- Make sure curve bevel radius is uniform and at a value of $1$, anything else will introduce distortions.
- If you scale your curve in object mode, even if you apply the scale, clear your bevel radius by setting them all back to $1$ in edit mode. Applying scale doesn't clear the bevel radius.
- Make sure your mesh extends in the same direction the curve object, growling along its side, otherwise it may produce no visible results.
Non of these steps are strictly necessary, but they certainly help get more predictable results. Unless you know what you are doing these will help get started.
After a workable starting point you can adjust as necessary, breaking any of the above points you deem necessary yo get the desired results.
In your particular case
First you should sanitize both your curve and your lights object. Correctly place your lamps exactly at the origin of the curve, clear its rotation, and then rotate it again so it faces the desired direction. After that apply the rotation.
There are a few types of different curve objects in Blender, Bezier Curves, NURBS Curves, or Poly Type curves. Since you converted from a mesh object it is by default a Poly type curve, which has no curvature and hence no handles. It can only contain straight "poly line-like" segments.
This has absolutely no influence in your curve modifier bad results, and can easily be fixed by changing curve types. Under curve edit mode use the button on the toolbar that reads Set Spline Type > Bezier.
After that make sure you then change all handle types to Automatic or something other than vector to get a smooth curve.
Then you can finally activate the curve modifier. Switch its direction to
Anyway, the root cause of the weird results you are getting in this particular case are caused by having your curve vertex with a very small Radius factor, causing the mesh to be scaled along the curve. You can fix this by entering edit mode on the curve, in the Properties Shelf > Transform > Radius set it to 1 on all vertex. You can quickly override all selected vertex with the operator Set Curve Radius.