When the LORD first called Samuel at night, what had not yet gone out?

Answer: The lamp of God

Samuel was lying down in the temple where the ark was, before the lamp of God had gone out, when the LORD called him.

“Before the lamp of God had gone out, Samuel was lying down in the temple of the LORD, where the ark of God was located. Then the LORD called to Samuel, and he answered, “Here I am.””— 1 Samuel 3:3-4 (BSB)