How do we make light? At first, we had to have a flame to light our nights and scare away the monsters, but we have since figured out how to illuminate our way using some of the most advanced knowledge available to us to conquer the darkness.
At the most fundamental level, artificial light is generated by the movement of electrons in such a manner that releases light when they change orbits around the nucleus of an atom. We can either force this movement by using heat, or by running a current through a special kind of electronic component (a light-emitting diode). We only came to understand this at the turn of the XX when Einstein postulated the Theory of Relativity, and combined with Plank's study of light.
E = mc²
Since before history, we've used fire to cook our food, and warm and light our nights, without even understanding what it is and how it works. Even as Edison was experimenting with currents and resistance and figured out that by heating a wire he could make it light up the room, inventing the incandescent light bulb. He in essence made an electrical smokeless candle that could last for a long time, and didn't use an open flame; he didn't know why it did that, just that it worked. Light was still equated with fire and heat, inseparable. The more light you wanted, the more heat you needed to generate.
It wasn’t until Einstein came up with his Theory of Relativity and the concept of Quantum Physics that we came up with an (somewhat complete) explanation on how light could be coming out of opaque materials, and by understanding the process, we began to look for ways to harness and improve it.
While we first discovered the phenomenon we would come to call Light Emiting Diodes early in the XX century, it wasn’t until the advent of the Digital Age, while looking for ways to make better transistors and digital electronics, that we began developing in earnest LEDs using semi-conductor materials that generate light when electrons jump between semi-conductor layers. In essence, generating light with little heat (and w/o actually creating fire).
LED light bulbs aren't heat free. They do get warm (and some light bulbs and fixtures have specific ventilation requirements), but the heat comes from the release of light (the conversion from electrons to photons), not from the energy itself applied to the fixture.