If there is only 1 set of wires coming into the switch box check the light box, there is probably 2 sets of wires, connect the whites to the light and wire nut the blacks together. That way the power goes to the switch before the light. That way if you ever have to work on the light just turn the wall switch off, you won't have to power down the whole room.
When I was an "electrician" it was customary in this situation to wrap the ends of the white wire in the switch box going to the light with black tape, because essentially it's a black wire.
Every normal man must be tempted, at times, to spit on his hands, hoist the black flag, and begin slitting throats.
H. L. Mencken
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