This sounds like retinal persistence -- a bright image, if stared at for a length of time, produces an after-image on the eye's retina. You can minmize this by not staring at bright lights or objects for too long. Ordinarily this is nothing to be concerned about, although you should never stare directly at the sun, as that can damage the retina. If you are feeling increased sensitivity to light or experiencing eye pain, a visit to an ophthalmologist (eye M.D.) would be a good idea.