I previously had a Nikon D200 and I'm pretty comfortable with that. I thought I was getting pretty good photos from the new one, but in the past several weeks all the images are too light whether or not I use program, manual, aperture, or speed. Initially the flash would pop up if needed, but now it's not.
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I tried the manual mode to find the bulb setting for timed exposures, but I can't find that. The pamphlet that comes with the camera has no index and is not thorough enough. I didn't want to sit through the entire DVD for a few questions.
Check the menu for playback display too, and find the setting that allows you to see the image histogram when you review an image. This will tell you whether the exposure is reasonably on the mark. If the metering is good but your taste is for a darker look, your best bet is to shoot in Raw mode, and use View NX2 or Capture NXD to lower the exposure in post processing. Darkening a bright exposure reduces noise more than making an exposure dark at the outset.
I also suggest that you turn off "Active D-lighting" if you want your shadows to be darker. If you shoot in Raw mode you can open shadows in post processing anyway. Newer digital cameras have more native dynamic range than the D200, and D lighting adds a bit more yet.
In M mode, the Bulb setting is the last selection in shutter speed, below 30 seconds. Just turn the wheel until it appears. There is no "time" setting, only "bulb" which means that you cannot let go of the shutter button and have it stay open, unless you use the optional infrared remote.
I strongly suggest you get the infrared remote, because it does two things. First of all, it gives you a proper "time" exposure in the "bulb" setting. This means one press opens the shutter, and it stays open until you do a second press. This is available only with the remote. Second, you can set the standby time for the infrared release mode up to several minutes. This allows you to use it repeatedly, something you cannot do with the self timer, which, as you noticed, reverts after every use. Third party infrared releases are available for under ten bucks. Even Target stores have one for multiple brands that will work with Nikon, for about $10. B&H and others have one for about $6. I use mine a lot.
The DVD version of the instructions is complete, and I suggest you copy it (it's a PDF file) to the computer, and keep it handy there. A proper PDF reading program will give you a table of contents on the right edge which makes searching a bit easier.