I have installed 10 recessed lights that require multiple switches for control; Hallway,
Room 1 & Room 2. Power runs from the main panel using 14/2 to first light in hallway. Each light is then connected with the 14/2. I Installed switch at the beginning of hallway and it controls hallway, Room 1 & Room 2. Not what I had intended or want of course. This is where I am having trouble. If I have lights in different rooms and want different switches should I have used 14/3 in between some lights when power needs to carry on to another independent room and not be effected by the switch or share power to the light?

You are correct.
If the power goes from circuit panel to the hall, then to the first bedroom, then from the first bedroom to the 2nd bedroom, you will need 3-wire cable from the first light or the first switch, which ever one comes first electrically, to the next to last light or the last light of the next to last set of lights.

If the power goes to the hall then splits off and goes to the first bedroom and also splits off and goes to the second bedroom you will need 3-wire cable from the first light or first switch to the point where the second bedroom splits off.