The first president to install electric lighting at the White House was Benjamin Harrison in 1891, but he never touched the light switches himself, for fear of being electrocuted. This was a reasonable fear, given how crude household electric wiring could be at the time.
Some sources contend that he and his wife would sometimes sleep with the lights on, though this seems unlikely. Most sources claim that his domestic staff would operate the light switches exclusively.
From White House History:
Electric lighting was installed in the White House in 1891. Few people at the time had enough faith in electric lighting to use it exclusively-its use was barely a decade old. The electrical work at the White House was planned as part of a well-funded project for wiring the State, War & Navy building next door.
The Edison company installed a generator for both buildings that was put in the State, War & Navy's basement, with the wires strung across the lawn and introduced into the White House under the conservatory.
The relatively new method of illumination was initially intended to be only a supplement to gaslight. Wires were buried in the plaster, with round switches installed in each room for turning the current on and off. President and Mrs. Harrison refused to operate the switches because they feared being shocked and left the operation of the electric lights to the domestic staff.
This leads one to the obvious question: Do modern presidents ever touch the light switches in the White House? Obviously they're no longer afraid of getting electrocuted, but one can't help but imagine the modern Secret Service handling trivial stuff like that. Or at least I imagine that's what the Secret Service does now, since they're clearly no longer in the business of protecting the president.
Image: Domestic staff in the White House kitchen circa 1891-93 via Library of Congress