There is no better way to learn electronics than trying your own projects. If you are interested in enhancing your existing headphones with LED lights, you may want to give this project from Adafruit a try. You will be using NeoPixel LED rings, an Adafruit Feather Bluefruit LE module, and a smartphone app to add Bluetooth controlled LEDs to your headphones.
You will be able to change the colors of the LEDs and even trigger animations with a tap of a button. A 3D printed enclosure is required to keep things together. More information is available here.