Yes, I agree a fuse, if the new headlight was wired to the ignition switch, the main fuse probably blew. The problem is there are probably a dozen or more aftermarket wiring harnesses as well as one or 2 "factory" wiring harnesses. You will need to look along the battery there can be (as noted above) a small fuse block, there can be fuses located along the wiring harnesses and there can be fuses in the front under the dash. You will need to carefully pry up the Yamaha symbol, and use an allen wrench to remove the security screw.
Having worked on several golf carts for neighbors:
1. Do NOT replace the failed fuse with a larger one, you will be risking a fire.
2. Have someone familiar with golf carts carefully review the wiring, I have personally had carts blow the main fuse because ALL of the new accessories were added to this one circuit.
3. Replace the fuse with the same rating, and have the new light moved to a NEW circuit and separate fuse, this means you will have to remember to manually turn off the light.
Hope this helps and send me a PM if you would like to discuss over the phone.
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Pennsylvania, for 60+ years, most recently, Allentown, now TV. 
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