It's your microcontroller - how difficult is it to replace the chip? I don't like having to replace parts.
Yeap, I will use a resistor from now on. I hope using this resistor will not make my LED less bright cause as I see using a resistor (even of 1 ohm) will prevent my MOSFET to fully reach it's saturation.
The Gate resistor has nothing to do with how bright the LED gets - it only protects the Arduino output transistors.
The MOSFET will still turn fully on; the LED brightness will be determined by the LED current limit resistor and the milliOhms of resistance between the MOSFET drain and source.
HUUuummm!!! I thought that if you use a resistor at the gate you would have a drop/loss of voltage across the resistor, so the MOSFET would not get the full 5v that arduino can output, but something smaller cause a few of this 5v will be dropped/lost across the resistor and them the mosfet would "feel" just the remaining voltage (5v - drop across resistor). Right? Isnt this correct? I assume I am completely wrong, cause when I changed the 200 ohm resistor to a 1k resistor everything still brighted the same! But how am I wrong?
Voltage drop across the resistor is determined by the current flow, V = IR.
If I is very small, say 0.000001A (1uA, 1 microAmp), then V will be small. 0.000001A x 200ohm = 0.0002V, 0.2mV.
The steady state current into the gate is that small.
There will be larger current flow as the gate capacitance is charged/discharged. You need an oscilloscope to see those as they are short lived. But those blips of current are enough to damage the Arduino over time, thus a resistor is used to limit them to 20-25-30mA.
Why do you say the current will be very small? If I use this law U = R x I so:
U = 5
R = 220
I will be 20ma, it's not small, right? Also, as you already said, the MOSFET will "suck" a lot more current and that's why I need to use a resistor to limit this current and prevent my MCU to getting destroyed, correct?
Current I will be small for a short time as the capacitor charges up, then it drops off.
Caps hold charge - they fill with an exponential curve, determined by R & C.
Once charged, no more DC current flows, only AC variations on the DC current.
We are only discussing DC current here, the signal going high and staying.
So the Arduino sees a pulse of current that goes which diminishes as the cap charges up. The Resistor limits the peak of that current. Once charged, very little current flow, just 1uA.
Nice drawing, now I got it! Finally I understood what you were saying, I can see where the resistors are and finally I understood it.
I thank you so much, so much!!! You were very helpful and kind 
Glad to help.