Do my lights come with extra batteries?

No, and you shouldn't need them. The Apollo Lantern, Moji Charging Station, Spot Lite 200 Headlamp,  and Icon 500 Headlamp all arrive fully charged, and each (except the Spot Lite 200) recharges with a standard micro-USB cable (provided).

If you plan on heavy usage they can also take regular AA batteries (the Spot Lite takes AAA)–just be sure to return the rechargeables with the rest of your KIT.