The screen brightness in Lumia is by default set to automatically adjust based on the place you use the phone. I.e. when you use the phone in the sunlight the display gets brighter so that you can view the screen properly. When you use the phone during night the display gets dimmer. This is kept in this way so that it will not affect your eyes.
But still when you feel that this not what you want, you can change the screen brightness by following the below steps,
From the home screen, swipe towards the left where you get all the icons. Drill down and select Settings. From the system application setting you can find the brightness option. Select brightness and switch off the automatically adjust option. Underneath you get levels like low, medium, high. Select levels based on your need.