I uh, so I've made that mistake before. But I could see the Hobbit getting completely frustrated for making a rookie mistake (which I still seem to be making, I blame all the software, not enough hardware). Don't think you can just connect 3 pins directly to Arduino pins. Sure you can turn on the light, but you don't have the power needed to drive the relay. After using the dedicated 5V and GND pins on the Arduino (I connected the Sig pin to pin 7) it worked like a charm.
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