Did I make a big mistake there?
That depends on how long you let it burn the LED for. Always remember that LEDs are power-hungry. They consume only a certain amount of voltage, but they will try to take as much current as possible, which heats them up, which will make them blow eventually.
But that's not the real problem. The problem is that any given Arduino output can only source at the VERY MOST 40mA of current. As your LED was trying to draw probably several hundred, you may have damaged the chip itself. If you only left it on for a small amount of time, you might not notice the damage, and it might work just fine.
In the future, always use >~100 Ohm resistor if connecting LEDs to the outputs, I always use 330 Ohm (check the LED's forward current, and use this handy little calculator to figure out the best resistance).
FYI, the onboard 3.3V pin supplies AT MOST ~50mA, and if you exceed that, you will fry the FTDI (the surface mount chip) USB-TTL converter. It has occurred to me, though, that if the designers of the Wiichuck felt comfortable supplying power via a digital output, then it must draw <40mA, and so you should be able to safely attach the power pin of the Wiichuck to the 3.3V pin of the board. Try that out, and let us know if it works!