Light switch has power and one light attached. I connected another light and a switch to the first light, in a daisy chain. So power is to switch to light to light to switch. The question I have is can the second light in the daisy chain be controlled by the last switch only? Or does this light have to be on it's own circuit? A 3 way will only control both lights from either switch, and I want light 1 to be controlled by switch 1 and light 2 to be controlled by switch two.

You ran a hot through the switch to the first light and then added another light. How is the second switch connected? I would pigtail a second conductor off the hot side of the first switch, tie the neutral and ground and then switch loop the second light with a 14/2. The only other way would be if the ceiling box was hot, then you could switch loop each light.