I have one hot black wire going directly from one light to second light to 3rd, 4th, 5th, & wire twisted together in each light hole, then feeding to other ligths around the deck in conduit. Then I have one hot red wire & one nuetral white wire which connects to first light. When I connect second light it doesn't come on. What is the problem?

I'm sorry. I cannot envision this at ALL.
Can you draw a diagram of how you wired it?
And why are you wiring lights for 240V?