Electricity is a difficult thing to understand. The easiest way to understand it is this.
You have to have a supply AND a return. Just one will not do. You can make yourself a return by grounding yourself and touching a hot wire (supply).
Electricity is always looking for the easiest path. The path of least resistance between a light bulb and a hair dryer is the hair dryer. If it is rated for more ampres or more watts, the electricity flows better and faster, easier. Many people have the idea that more resistance = more watts, more amps. Not so. More resistance = low amp draw and less watts. Once a hair dryer gets started, the ampres flow at a rate of about 10 times the flow required for typical lighting. The increased amp flow in the circuit makes the light brighter by slightly increasing the voltage.
Lights brightening when power used is the classic sytome of a loose neutral on your service. This is not good and should be services ASAP. The reason for lights brightening is voltage rising. This will kill your electronics.