I'm guessing it's:

darkness/shadow

Because:

I come at night, and in the day.

The night is dark and there are shadows in the day.

I'm always there, do what you may.

Your shadow is always there.

You may think that I hate the light,
Because it is what gives you your sight.
But truthfully in light I trust,
Because for me it is a must.

There is no darkness or shadow without light. Also light "gives" us our sight. We need light to see.

Left or right, or down below

Depending on light's position the shadow may fall in different directions.

I'll follow you, fast or slow.
You really can't escape from me,

No matter how fast you move, your shadow is always there.

I'm guessing it's:

darkness/shadow

Because:

I come at night, and in the day.

The night is dark and there are shadows in the day.

I'm always there, do what you may.

Your shadow is always there.

You may think that I hate the light, Because it is what gives you your sight. But truthfully in light I trust, Because for me it is a must.

There is no darkness or shadow without light. Also light "gives" us our sight. We need light to see.

Left or right, or down below

Depending on light's position the shadow may fall in different directions.

I'll follow you, fast or slow. You really can't escape from me,

No matter how fast you move, your shadow is always there.

I'm guessing it's:

darkness/shadow

Because:

I come at night, and in the day.

The night is dark and there are shadows in the day.

I'm always there, do what you may.

Your shadow is always there.

You may think that I hate the light, Because it is what gives you your sight. But truthfully in light I trust, Because for me it is a must.

There is no darkness or shadow without light. Also light "gives" us our sight. We need light to see.

Left or right, or down below

Depending on light's position the shadow may fall in different directions.

I'll follow you, fast or slow. You really can't escape from me,

No matter how fast you move, your shadow is always there.

So tell me now, what I may be.

I'm guessing it's:

darkness/shadow

Because:

I come at night, and in the day.

The night is dark and there are shadows in the day.

I'm always there, do what you may.

Your shadow is always there.

You may think that I hate the light,
Because it is what gives you your sight.
But truthfully in light I trust,
Because for me it is a must.

There is no darkness or shadow without light. Also light "gives" us our sight. We need light to see.

Left or right, or down below

Depending on light's position the shadow may fall in different directions.

I'll follow you, fast or slow.
You really can't escape from me,

No matter how fast you move, your shadow is always there.