It depends... If your a bit older, then go right ahead, but if your a teenager, even late teens, then you should not try this incase something goes awry (i.e. accidentally hitting or getting hit by something or hearing something) that may strengthen your fear and/or cause a deeper effect of your fear.
Yes! Try to overcome it, slowly. Start by sleeping with the tv on, then a nightlight, then w/o anything. You never know when the lights my go out and you'll have to face darkness, you don't want to be freaked out and nervous.