Buying some lamps would be cheaper by far. And nobody in their right mind would suggest adding a dormer to the house based on a single photo that shows only a small portion of the house.

Any and all of your ideas would require drawings, a permit. Call an architect.

you might want to look at a skylight or sun tunnel.

The roof rafters may not be built to accommodate a dormer. My cousin had to totally replace his roof to accommodate dormers. Before you go to far find out if it's even possible.

Where is the required egress window for fire safety for a bedroom?

What you show of your roof looks a bit too busy to add a dormer with yet another roof line. I second the suggestion for a skylight.

Can you add a window on the left side that we can't see in the photo?