Like Unterhausen says, take the tail light out of the picture for starters.
Make sure that the wires are connected to the same ends on each side of the connection: that the power wire is connected to the power connections on the dynamo and headlight; and the ground wire is also connected to the ground connections on the dynamo and headlight.
Once you have the headlight working then start on the taillight.
Yes, it can get a little confusing; good luck.