In The Walking Dead season 1, episode 1 (maybe it was the pilot?) when Rick wakes up in the hospital he stumbles around looking at all the carnage until he heads toward the stairwell exit. In the stairwell in complete darkness he lights several matches. Where did he get these? I don't remember any scene where he picked these up. I can't imagine him having these while in a coma in his hospital bed.
It is difficult to see because of the very dark lighting, but he picks them up from the nurses' station. After he fumbles around with the telephone he reaches into a plastic basket and moves his hands around. At approximately 17 minutes into season 1, episode 1, he grabs an object:
You can then see him swiping one hand across the other:
Finally, he has a lit match.
Based on this sequence and the shots in the stairwell, it is safe to assume he picked up a pack of matches and was using them for light given there is no electricity.