I had a game where there was little plastic pieces that were different colours and you placed them in the holes and they lit up, I can't quite remember anything else about it!

Does anyone know what I'm on about or can you name the game?

Lite Brite?

Lite Brite?

I second this. Almost certain it is Lite Brite you are talking about. Lite Brite also had black pattern sheets with letters representing the different colors and you could piece together pictures... sort of like paint by numbers.

Lights alive maybe?