At the very least you should buy an inexpensive rheostat (lamp dimmer) from the local hardware/home improvement store.
Easiest to use is the kind already installed in an extension cord so you just plug your light into it & use the control knob to dim the light down- be sure to check temps.
Otherwise, you can buy just the rheostat by itself, but you'll have to install it into the cord on your lamp, & depending on what kind of cord it has, can be a pain.