one light is by closet and one in center of room with a fan and they both work off one switch with one set of wires jumped from closest light to farthest light. How can I control one light at a time
You can't. You have to rewire everything plus add more switches or change your current switch in order to "control one light at a time".
Our bedrooms are the same. 1 switch controls 2 different outlets (the upper plug) for lamps that would go on either side of the bed.
Short of re-wiring, you could install smart bulbs in both, and leave the switch turned on all the time. You'd then need a method (your phone, perhaps) to turn them on and off.
Not a pretty solution in my book, but it would work.