Converting pre-lit Christmas tree with incandescent mini-lights to use LEDs
The LED strings typically have different sockets, since the LEDs are polarized and the incandescents (obviously) are not. If you can get the LEDs to fit the existing sockets, there's the issue of polarity - you'd need to probe each socket to determine which way round the LED should go in.
  The dropper resistor and diode (one, or a bridge) that come with the LED strings should be safe enough to swap onto the built-in string. Typically in LED sets, there are two or three separate strings, each with its own dropper and rectifier.
  I have one tree that has the incandescents built in, but I didn't attempt to do this, and just wound an LED string onto it in addition.