This is a very easy, basic idea, however it leads to many more complicated codes and circuits.
Step 1: What you will need
3 x Cables
1 x 330 Ω Resistor
1 x Arduino board (it can be any kind, but for this instructable i used the UNO board).
1 x USB cable
1 x Computer with Arduino software installed (http://www.arduino.cc/en/Main/software if you haven't already got it)
1 x Breadboard