Whether light will filter through your curtains and drapes depends on the type of material you choose. If you choose a lighter material, such as breezy cotton or near-transparent voile, then a lot of light will filter through.
However, if you choose a heavier duck canvas, pleated and layered linen, or velvet, then no light will filter through at all. The latter may be best in a bedroom, or in a room that you'd rather not get much sun (such as an entertainment room). Putting lighter curtains in living rooms can make the rooms feel larger and more full of movement.