Quote: "What is the actual limit for the number of levels in a final game?"
50
Quote: "Is there a size limitation to the actual game?"
No The memory limit is around 2GB Don't confuse this with the file size though, which is unlimited.
Quote: "I have also read about issues with not being able to finish a project that had too many light objects?"
Never heard of any issues like that.
Quote: "Is there an actual limitation with number of lights?"
You are limited to 9 Dynamic Lights, or infinite number of static lights. You'll only really use static lights anyway, as they are higher quality.
Quote: "Someone wrote instructions for how to build one level at a time, and edit the text to place them all in a final game build- if getting hang-ups in the build game process. Anyone know where this is?"
Sorry, can't help you there. There's a search bar at the bottom of every page though. Have you tried that?
~JRH