Instead of selecting lights from the light list, you can pick the lights directly from the render view (or canvas). Simply, select the pick tool in a Render View or Canvas window and click on the light you want to select.
Pick Tool
By default, every light is pickable but you can switch this off. This is worth doing for background lights that cover the whole scene and are therefore pickable from anywhere on the model or canvas. In the example below, the gradient background has been set to be not pickable (as shown in the third column).
Pick Switch