Thank for all your answer.
What is hard for me to deal with, is that when you use Ohm's law to calculate a resistor, it doesn't take in parameter the maximum current capacity of your energy source.
Let say I have a device who require 5v and 10mA to work and that my power supply is 5v and 50mA. The law will give me R = 0/0.01, so 0. I won't use any resistor, but then I will throw too much current into the device ?
Or maybe I shouldn't not compare a general device like a laser pointer with a LED, maybe only LED need you to also take care of the current you throw at them and other device will only take the amount of current they need while you are respecting their voltage ?