You can ground your test light at any place where there's a good ground. That might be a bare nut/both, off the leaf springs, on a rust spot on the bumper ... anywhere.
There are two types of connectors I've seen for smaller trailers (4 way or 7 way). If you are using the 4 way, I've seen if you twist the two connectors together (work them back/forth against each other a little), it will help with making the connection. If you are using the 7 way (which I bet you are), check both the truck and trailer sides for corrosion. If neither of these pan out, check to ensure you don't have any corrosion in the bulb sockets on that side of the trailer.
You can also apply a 12v source directly to the trailer leads. This will let you know if the problem is on the truck side or on the trailer side.