how does the LED bulb starts glowing when a zinc nail and a copper coin is connected to the lemon ?
The battery you just made has a copper and an zinc electrode separated by electrolyte lemon juice. It will generate electricity as soon as the electricity has a path to flow from one electrode to the other. You created this path using strips of zinc, a material that conducts electricity well.
By connecting your battery to your fingertip, you allowed the small amount of electricity it generates to run through your body. This amount of electricity can create a tingling feeling in a fingertip. Experiences will differ from person to person. Some people might only feel the bigger signal generated by connecting several batteries in a particular way. Letting the zinc strips touch provides a very easy way for the electricity to run from one electrode to the other, so almost no electricity will travel through your body and the tingling sensation disappears. Plastic and wood do not conduct electricity well; none will be felt when using these materials as connections. Metals, on the other hand, conduct electricity well. Different combinations of metals as electrodes will influence the amount of electricity generated. Using identical metals as electrodes will not generate electricity, however.