Definitely check the battery level. After that, another thing you can do to see what LED you received is to shine it at a wall without a blade or blade plug in. If you see a mix of blue and green, you have cyan. If it looks mostly green with a bit of amber, you have lime green. SF's 12w cyan LED uses 2 regular blue dies and 2 green dies (1 of each in a 6w), and lime green has 3 green dies and 1 amber die.
As for swapping the LED, if you didn't order the quick connect option (SF uses Deans Micro Plugs, like
THESE), you will have to do some soldering; both to connect the old module and then to attach the new one. If you don't have a good soldering iron already, this may be more than you want to spend. If you do want to add the quick connects yourself, the ones SF uses are the best option, since they are small and the way they connect together makes it impossible to plug in upside down (assuming you attached the right wire to the correct prong).
EDIT: If you determine that you received the incorrect LED, contact SF and they will replace it.