No Instrument Lights?
 

Purchased a new 2010 Elantra a few weeks ago. Less than 500 miles on the odometer so far. Took it out at night for the first time this evening and there were no lights on the instrument panel. The back light for the odometer/trip, radio, and AC were on. Checked the dimmer switch as well. Headlights were on, but nothing. Am I a complete idiot that cannot figure out how to do this or this a problem?

You should have an Instrument Cluster dimmer switch, look in your Owners Manual to locate.

Other than that, go back to the dealership and let them know. Probably the simplest fix in the world, but if you don't know what to do, then no amount of advice will help.

dashboard lights
 

The Elentra has a instrument panel switch that turns the light from low to very bright - it's located just to the right of the ESC on/off switch. Hopes this helps.