Give your Christmas Cactus bright but indirect light. Keep the plant in a well-lit location (like near a window) away from direct sunlight – too much heat and light can stunt growth and burn the leaves. It should also be away from drafts, heat vents, fireplaces or other sources of hot air.
If it's in a north or east-facing window, you won't have to worry about light. But if it's in a south or west-facing window, diffuse the light with semi-transparent curtains or some other light-diffusing device.