I am at the page for Splunk Light download and it states choose your download, but there are no links to click on in order to download the product. Going round and round in circles here.
Or https://www.splunk.com/en_us/download/splunk-light.html.
There appears to be an issue with the main download page not showing Splunk Light. You can get to the download on the Splunk website by clicking Products > Core Products > Splunk Light. Then use the Free Download button on the resulting page.
Try using wget
Linux
wget -O splunklight-6.5.3-36937ad027d4-Linux-x86_64.tgz 'https://www.splunk.com/bin/splunk/DownloadActivityServlet?architecture=x86_64&platform=linux&version=6.5.3&product=splunk_light&filename=splunklight-6.5.3-36937ad027d4-Linux-x86_64.tgz&wget=true'
Windows
wget -O splunklight-6.5.3-36937ad027d4-x64-release.msi 'https://www.splunk.com/bin/splunk/DownloadActivityServlet?architecture=x86_64&platform=windows&version=6.5.3&product=splunk_light&filename=splunklight-6.5.3-36937ad027d4-x64-release.msi&wget=true'