I have two pull chain lights that I want to add a switch to. It looks like the main power line runs to light 1 then feeds light 2 where the wire terminates. I want to add the switch to light 1 and leave light 2 as it is - a pull string. I am changing light one to a recessed light. How do I wire this?

You would run a two conductor cable (2 conductor with ground) from the first light fixture to where you want the switch.
At the light fixture, put a piece of black tape on the white wire to designate it as a hot conductor. Disconnect the black wire of the light fixture from the two black wires coming from the ceiling. Connect the white wire (with black tape) to the two black wire from the ceiling. Connect the new black wire to the black wire to the light fixture.

At the switch, put black tape on the white wire. Connect both wires to the switch.

Under current code, neutral needs to be present at the switch outlet. Because of that you need to use a three wire feed from the light to the switch.

Connect the black feed to the light to the black to the switch. Connect the red to the black to the light. Red is the return from the switch.

Connect the white from the switch to the white for the circuit and then cap off the white at the switch.