Understanding electrical characteristics of comparators: input offset voltage and open collector output
Offset voltage:
Forget the offset voltage (for your application). What is given in the datasheet usually is the max. value (wors case) or a range ranging from + to -. So you just can rely that its value is in the given range (it might be positive or negtive); you are not supposed to need to know the actual value. 

Voltage reference (for threshold):
A reference IC for the theshold voltage is not a good idea. A simple voltage divider (two resistors) is better because it's more flexible (and cheaper): you can choose two values e.g. 3.9k&Omega; and 10k&Omega; which will give you ca. 3.6V.

OC output:
Because the comparator output is OC it only can sink current, i.e. you have to reverse the LED and connect one end to Vcc instead of GND (and swap + and - inputs of the comparator).