Put a voltmeter on it to determine positive lead. Meter will read +12 volts with red meter lead on positive terminal. Otherwise a -12 volts reading is reversed - swap leads.
LEDs, being diodes, will only allow current to flow in one direction. And when there's no current-flow, there's no light. Luckily, this also means that you can't break an LED by plugging it in backwards. Rather, it just won't work. If it doesn't work one way try the other.