Exactly. Most things you'll use aren't specific which is positive and which isn't, but somethings are, and are sensitive so when put in the wrong way get fried, which I did with flying colours!
Using an LED is the easiest way to find out how it's wired. They won't blow. Either it'll work or it won't depending which way the positive is.
Now on a 12v power outlet I can't remember which is supposed to be the ground. I think it's the outside and the pin is the positive which is fused, but could be wrong.