LED Lights

I was wondering how would I get LED lights to work on dreamcast controller, like how much voltage, I tried one light but the light would be on but button would not work, but when I take out light button works.

You didn’t say how you tried to hook it up, which could have helped.

For a first try, what I’d to is:
(+5v from DC cable)----(LED)----(resistor)-----(signal line of button)

When the button is pressed, the signal line of the button is connected to ground, giving the current a path to ground through the LED and resistor.