LEDs are so common, they come in dozens of different shapes and sizes. The LEDs you are most likely to use are the through hole LEDs with two legs. There are lots of LEDs that are small and hard to solder but these are easy to use with a breadboard because they have long wires we can stick in. The clear or clear-ish bulb is what protects the light emitter (thats where the magic happens). In fact, the first two letters of LED stand for Light Emitting.
A really nice thing about LEDs is that they are very simple. Unlike some chips that have dozens of pins with names and special uses, LEDs have only two wires. One wire is the anode (positive) and another is the cathode (negative). The two wires have different names because LEDs only work in one direction and we need to keep track of which pin is which. One goes to the positive voltage and the other goes to the negative voltage.