While several people have correctly said that you need resistors with LEDs nobody seems to have actually explained why.
The reason is simple. An LED needs a certain minimum voltage to get it to pass electricity and emit light (around 3.3v) but once the voltage is above that threshold the LED offers no resistance to the extra electricity and it could easily conduct too much current and burn itself out. The resistor limits the maximum current to a level that is safe for the LED. If you don't have a resistor the LED only survives by chance and will most likely fail when it is most inconvenient.
An LED is completely different from a regular light bulb because the light bulb can't take too much current if the voltage is correct.
...R