i had the same issue. took me a few hours to figure out how to turn my flashlight on..this game really needed to have a "tutorial" with stuff like this and finding out where your health bar was..game is not very user friendly..also trying to figure out where you need to go in the game is a huge hassle as it never really tells you where you need to go..there's one part in the game where murphy needs to grab a hook to pull a ladder down..i had no idea what i was suppose to do there or how i even found that location..but one could spend countless hours searching the town and if you happen to run by the ladder you wouldnt even know that it needed to be pulled down. just stupid crap like that they could have given tips or hints about would have helped big time.
None of the other Silent Hill games needed a tutorial to figure out how to use a flashlight (it's just one button; it's not that hard to figure out). There are plenty of safe places to go for you to figure that out on your own.
(Which begs to question: How many Silent Hill fans does it take to turn on a flashlight?)