One of the features that really gets the Nokia phones to shine is the possibility to show the clock on the phone even if the phone is “off”. This feature has been available for long long on their older Nokia phones, but now it has also come to Lumia.
Nokia Glance Screen returns with the Lumia Amber update. With the Glance Screen, your Lumia doubles as a clock with day and night modes while keeping you up to speed on your battery status. (Glance Screen is not available for Lumia 520)
But this feature is not enabled by default. You need to enable it yourself. Go to Settings and display+touch. There you find the option to turn it on under the glance section.