Idea 1: things on body, like hem of a skirt.
I would use wire or a chicken coop as a skeleton and then glue paper or fabric over it. The lights would stay in place with the skeleton.
Idea2: some kind of claws.
I could probably buy ready made gloves, or make one out of gauze. Then make long nails out of cardstock paper, or wire and paper, and glue them together. The LEDs could be hidden in the nails.
Idea3: things to hold in hands, like a scepter.
I could make a scepter out of wood or paper and wire and hide the light in it.