The light that the bulb emits is absorbed by the walls, floor, and ceiling, heating them up. The bulb also emits electromagnetic radiation that is not visible (e.g., infrared and ultraviolet radiation), and that is also eventually converted to thermal energy. There is no violation of the first law because the initial amount of electrical energy equals the final amount of thermal energy. The second law of thermodynamics says that in natural processes, high-quality energy (e.g., electrical energy) turns into less-available, lower-quality energy (i.e., thermal energy). This is exactly what happens here, and the second law of thermodynamics is obeyed.
Work Step by Step
This is discussed on pages 340 and 348.