1992 Grand Am 3.3L (3300) 255,000kms

I have just (yesterday morning) changed the oil & filter and the thermostat and everything seemed to run fine, then at night I was driving to work and the headlights, panel lights, brake lights and radio went out. I turned the hazzard lights on and finish my way to work. This morning I checked the fuses and everything seems to be fine there, I made sure they were all in tight and not blown, so I tried the lights again, this time the radio is working, the brake lights are working, but as soon as I switch the headlights on, everything stops working. My daytime running lights are working though.
There is a little oil leaking, I am going to check that out today and the thermostat seems to be tight, (it didn't come with a gasket, not sure if that is normal or not) do either of these things have anything to do with the lights? Also, the reason for the thermostat change was that there was no air blowing out of the vents and the guy I bought the car from said the heater core was previously change (not sure if it was, cause now I still only get very little heat, but more than before) My dad tells me girls shouldn't be working on cars, but I don't think that is it either. Lol

[u:710a344707]Any[/u:710a344707] help with any of these problems is greatly appreciated