Let's Make Robots!

LED switches - advice

I'm trying to create a small device that is basically a button that controls a series of LED diodes (or other small light source) as basically a sort of turn indicator.  Turn on, press button, LED1 lights up, indicates it's Person 1's turn to go. Turn ends, press button, LED1 goes out, LED2 turns on, and so on.  Minimum 3 LEDs, max 6 (probably just keep it to 3) - It's the first project of this sort that I've tried. I need some advice on what materials I need and how to assemble it - or just resources that will point me down the path of getting said item built.