Should my ride have coutesy lights under the dash?
yes

Could the rheostat possible be my problem for lack of lights? Which wire should I test to see if it's hot?

Yes, again just put a voltmeter onto one of the dash lights and a good ground. if you get no voltage start tracing back where the +12 comes from until you hit +12 volts. It could be as simple as rusty fuse holder. mine where rusty so i bead blasted them while i had the harness out of the car.