Might be a dodgy ignition switch. Can you jog the key to see if the lights return (after checking the Kill switch as Martin suggests). The next possible problem could be a starting motor that needs cleaning. Test this theory by putting the bike in 5th gear and trying to rotate the rear wheel backwards and forwards a couple times. If the lights reappear, the starter needs servicing.
Thanks everyone!!!
I fixed the issue.
It was a crappy start switch. The switch that is on the right handlebar. I previously wrote it off because I rebuilt and cleaned it. That's why I figured it wasn't it. The other thing is the dealer, when the started it used a different method. So I was pretty confused.
However the advice given, cleaning the contacts, having a full battery, and rolling the bike backwards.
The other thing I wanted to mention is that oarticular switch has two small springs. Don't
Lose them. Although they were inside the connector I guess was not correctly aligned.
At the very least, thanks to everyone for their input. I kept me from giving up and going to the dealer.
My project is To do 90-99% by myself. I almost gave up.
Thanks :)