Searching for electronics components in mouser.com
Suppliers like Mouser and Digikey are less designed for beginner hobbyists and more for industrial use.  The massive number of sometimes intangibly different options is most definitely a feature rather than an oversight.  You can still use them, but it really helps to have some requirements in mind before going in.  They're less about finding 'a small LED' and more about finding 'a through-hole LED with an intensity of 100 millicandela..., etc.'  For example, starting with the 'LED emitter' category in Mouser and filtering based on which were in stock, through-hole LEDs reduced the results from ~36,000 to a far more manageable  2,600.  If you had color or brightness requirements, you could narrow the field further.

In general, use sites like Digikey and Mouser if you have some requirements in mind, but if you're just window-shopping or trying to get an idea of what options are out there (without seeing several thousand at once), sites like Sparkfun or Adafruit are probably a better choice.