LDR working differently than usual
Typical LDRs (light-dependent resistors) increase their resistance when dark.  Therefore connecting one in series with a LED should give you exactly what you observed.  When dark, there is too much resistance to light the LED noticeably.

It takes a active circuit to use the resistance of a LDR to turn something on when it gets dark.

I go into more detail, include a complete circuit, at https://electronics.stackexchange.com/a/53681/4512.