If you've paired your Wave to the Wave 1 app, simply go into the app settings (tap the gear icon in the upper right of the screen) and tap the arrow next to Dims LEDs. You can then choose to set your light bar to Bright, Dim, or Off. Change back at any time!
In Fall Asleep Mode or All Night Mode, the lights will automatically turn off after a few seconds. If you need to adjust the temperature while you're using Fall Asleep or All Night Mode, the light bar will turn on in the dim setting for just a few seconds as you make the adjustments and then will return to Off.