LED Remains Dark
This is a mistake we continue to make time and time again, if only they could make an LED that worked both ways. Pull it up and give it a twist.
It Isn't Responding to Changes in Light.
Given that the spacing of the wires on the photo-resistor is not standard, it is easy to misplace it. Double check its in the right place.
Still not quite working?
You may be in a room which is either too bright or dark. Try turning the lights on or off to see if this helps. Or if you have a flashlight near by give that a try.