I have two old school wires coming into the attic.

Wire set one has: One hot(Im assuming the constant) and one nuetral.
Wire set two has: One black, One White, and One Red.

Now I have two lights one piggybacked off the other. These lights worked fine with the dimmer before I pulled them out the side of the kitchen wall up into the attic.

Only problem is I wasn't the one that disconnected them therefore, I wasn't able to label them for reference and simplicity later.

The wiring for the dimmer which is supposed to operate these two lights is the same and has not changed since installation(worked fine then).

My problem is this, Both lights are ON constantly.

Any tips or insight is much appreciated.

Based on information provided, the diagram below is most likely the wiring you have. The white of the 3-wire cable would be the neutral. Either the red or the black of the 3-wire cable would be used to bring the hot from light #1 to light #2. That wire should be connected to the white of the 2-wire cable going to the switch. The black wire of the 2-wire cable would bring the current back from the switch and be connected to the light fixture of light #2 and to the other wire (either red or black) of the 3-wire cable which is also connected to the black wire of the light fixture at light #1.
From the information provided it is not possible to tell how the red and black of the 3-wire cable are being used.

Pull the fixture at light #1. If the black wire of the 3-wire cable is connected to the black of the light fixture at light #1, connect the black of the 3-wire cable to the black of the fixture and to the black of the 2-wire cable at light #2.

If the red of the 3-wire cable is connected to the black of the fixture at light #1, connect the red of the 3-wire cable to the black of the fixture at light #2 and to the black of the 2-wire cable. Connect the remaining wire (red or black) to the white of the 2-wire cable.

Thank you for your help.

First. The wires were disconnected from the lights, due to minor home repair being done. I cannot tell you which wires were connected to what.

I have found that the set of two wires is not the power in, but comes from the two gang receptacle/dimmer. This travels into the attic where it stops.

The red wire in the (3) wire is connected to the dimmer. The black wire in the (3)wire is connected to the receptacle with a piggy back to the last available wire on the dimmer.

So in the attic we have the black(bronze side of recpt.) and white(silver side of recpt.) coming up from the outlet.
We also have the red(wire on dimmer), white(silver side of recpt.), and black(bronze side w/ tail to wire on dimmer).

These two lights with a simple hot/neutral leg between the two; work fine with just the black and whites from the (3) wire connected with light wires.