Oh, no! It sounds like your LED Christmas lights are not working correctly. It's difficult to say for certain what the issue might be without seeing the lights in person, but here are some common causes of malfunctioning LED lights:
1) Loose or broken connections - check for any loose or broken connections between the wires and the light sockets. If there are any, fix them before continuing.
2) Fuses - check for any blown fuses and replace them if necessary.