1995 Dodge Dakota
 

While driving home the other night the headlights
for no reason turned off and they had been working fine. I pulled on the high beam
switch which turned the high beams on but the only
way they would stay on was if I held the switch all
the way home. Which direction do I need to look
first to fix the headlights. Thanks for any help.
I'm trying to put this truck back on the road.

Pull the headlight switch from the dash, check the connector. i'd bet there's heat damage.
common problem, you may need a pigtail and a new switch.

Happened to me a few years back. Turned out the headlight switch was roached. Not a difficult or especially expensive replacement. Follow Ralph's advice above.

once you sort the headlight switch failure (99% certain this is your issue)
look into a harness conversion kit similar to this:
https://www.ebay.com/itm/143342949942
this reduces the load on your headlight switch by 80-90%, and prevents this failure in the future.
the kit linked is $26 .. if you prefer "name brand" painless makes the same kit for 150-175 ;-)