Understanding n-MOSFET specs
You need resistors in series with the LEDs. 

That is not a 3.3V logic-level MOSFET and cannot reliably be driven fully on with 3.3V. It is specified at 5 and 10V so it's best to drive it with at least 5V. If you don't have 5V available, you might want to buy a different MOSFET. 

All Vgs(th) guarantees you is that with 2.5V you'll have at least 250uA flowing with gate tied to drain.

Rds(on) is guaranteed to be &lt; 45m\$\Omega\$ with 5V drive at 25'C (a fair bit higher when hot). 

 

Your graph above is a typical characteristic and not something you can depend on except perhaps the general shape.