Your baby receives therapy with phototherapy, which is the official name for therapy using blue light. It's important for your baby to receive as much blue light as possible. Therefore, keep the lights on at all times and only turn them off when the romper is temporarily removed, as the blue light may not be comfortable for you or your baby's eyes.
 

Your baby has excess bilirubin in their blood. The blue light helps with this. In the blood, the blue light breaks down bilirubin into smaller byproducts. These smaller byproducts are easier for the body to eliminate through urine and stool. Thus, the blue light helps your baby break down and excrete bilirubin.