A Breadboard makes it easier to experiment. Here is a breadboard used to connect a LED (and current-limiting resistor) to a GPIO port on a Raspberry Pi. You'll need male-to-female jumper leads.
You can get by without one if you have a soldering iron and don't mind a lot of extra work.
See also
- What kind of connector do I use for the Pi's GPIO pins?
- Female Breadboard Jumper Cables
- Do I need to use a ribbon cable for GPIO?
- What do I need to simulate traffic lights using LEDs?
- Where can I find existing projects with instructions?
You have to arrange the parts so that there is a "circuit", in my picture, the current flows from the GPIO pin through the white jumper-wire into column 14 of the breadboard and along that column to the anode of the LED, through the LED, down it's cathode lead into column 15, down to row f where a resistor connects to column 30 and a black jumper back to the Pi to complete the circuit.
For more about breadboards See
