Bench
We got a cup of water ready.
The kids expected fire. The resistor got hot first, and the LED died quietly.

Today we tried to burn out an LED on purpose, following Make: Electronics. We put a low-value resistor in the circuit with the LED and a 9V battery.
Before we connected it, the kids announced, "We're getting ready to put out the fire," and fetched a cup of water. They expected the LED to burn up with flames.
What happened was less exciting. The second the circuit closed, the small resistor got hot enough to burn a finger. There was no fire. We tried the LED again afterwards and it would not turn on.
With less resistance, more current flows. The resistor turns some of that into heat, and a resistor this small can only get rid of a little. The LED took more current than it could survive. Next time we pick up parts with tweezers.