How do I adjust brightness on Apple TV+ shows?

Most likely because your TV is set to use FilmMaker mode. You should turn that off in your Video settings of the TV. If you cannot find it, provide the TV model and I may be able to help further. Most TV's come with this setting turned on by default and even in the manual it will say that it will make movies appear darker when the movie includes the metadata used to activate FilmMaker mode.

Turn up the light

if you mean sad, it’s good content