Do you have the specs or datasheet for the joystick? Or, do you know how to connect it?
Do you have the specs or datasheet for the light? Or is it a "regular little LED" or regular household lamp?
It's best to work on your input & output separately. For example, start with the [u]Blink Example[/u] and then connect your light to blink the light with the built-in LED.
Then read the joystick, maybe using the [u]Button Example[/u] or the Analog Read Serial Example, depending on how your joystick works.
Then when you can read the joystick and blink the light you can "connect" them with an [u]if-statement[/u].
...Realistically, turning-on a lamp with a switch/button doesn't require a microcontroller or programming if that's all you need to do. The Button Example does that, but it's just for learning. You could connect the LED directly to the button without the microcontroller in-between.