Before we build anything, let's get to know the four parts you'll use in almost every circuit you ever build. Then we'll wire your first LED, step by step.
A breadboard lets you build circuits without soldering. It looks like a grid of holes, but it's actually a set of hidden metal strips underneath. Holes in the same column (letters A–E, or F–J) are secretly connected to each other. The long red and black lines running along the top and bottom edges are the power rails — the "+" rail carries power, the "−" rail returns it.
An LED lights up when power flows through it — but only in one direction. Look closely: one leg is longer than the other. The long leg is the anode (power goes in here), and the short leg is the cathode (power goes out here). Put it in backwards and it simply won't light up — that's normal, just flip it around.
LEDs are delicate — too much power flowing through them burns them out instantly. A resistor slows the flow down to a safe level. Resistors don't care which direction they're wired, so you can't put one in backwards.
These are just short wires with solid pins on each end, used to connect one point on the breadboard to another — like connecting the power rail to your circuit.
Power always needs a complete loop to do anything — out from the + side of the battery, through your components, and back to the − side. If any part of that loop is broken, nothing happens. That's really all a "circuit" is: a complete loop.