Gas lamp.. Can I light this thing?

You will need a mantle to go on the ceramic neck at the bottom. Academy or any hunting/outdoors/camping stores will have Coleman lantern mantles. You tie one around the ceramic neck, light the mantle and let it burn until it is all turned into ash. AT THAT POINT you can hold a live flame close to the mantle and turn gas on, the mantle will begin glowing and you are good to go.

You can also order a mantle with a hard ceramic ring that will fit on it. They are more expensive.

But I suggest that you check your fittings BEFORE lighting anything (I know, too late). Use soapy water and spray it on the fittings with the propane connected and turned on at the bottle, but do not light anything or turn anything on. If you have bubbles that "grow" at your fitting connections, then you have a leak. And of course, their is also the smell test. Also, if you have the propane connected and you hear the gas without anything turned on, you have a leak.

One more note, once you have the mantle and globe on, you hold your lighter/match under it LIT before  you turn the gas on.  If it builds up inside the mantle and then you stick a flame to it, the globe will explode.   And like Bill said, don't touch the mantle.

Yes, the globe is open at the bottom. It should look like this: