As is the case with most cacti, the Hairbrush Cactus prefers as much bright, direct light as possible. Find a space as close as possible to a window or other source of natural light in your home. Unlike the majority of houseplants, there is no real fear of your cactus being exposed to too much direct sunlight, as their natural environments would call for this regardless.
Bright, indirect sunlight is also a tolerable condition for the Hairbrush Cactus, so long as the indirect light is consistent. However, avoid placing your cactus in low light conditions, as this will be seriously detrimental over time. Cacti need light as often as possible, or else they risk suffering from stunted growth.