To echo what other people have said, LEDs are diodes (it's in the name), so they have a couple things to remember.
Firstly, they are non-ohmic, meaning they don't behave according to regular ole' V=IR math. Secondly they have a polarity, calld
bias. If you wire a diode in reverse bias, little current will flow, and it won't light up. If you wire it in forward bias, current will take off if you supply a voltage above something like .6-.7V, maybe a bit more or less depending on what your diode is made of.
However, your diode will require much more than this voltage to light up (it depends on what LED you have, but somewhere in the neighborhood of a few volts most likely). When this voltage is supplied, current flows very quickly through the diode, in what you could think of as a short circuit, which, if enough current is flowing, will blow up your diode. That is why it is important to have a resistor in series with your LED, so that you can supply it with a high enough voltage to light up while limiting the current that flows through the LED so that it doesn't blow up. Make sure your resistor is rated for the amount of power you estimate will be dissipated through it, otherwise this can cause problems as well.