Cholin, cholin, cholin. Yet another electronics post?
If you want to be certain the LEDs have the dynamic range of fully on to fully off, use the largest value potentiometer you can find. 2K will probably work fine.
A 1Mohm potentiometer will definitely be able to achieve zero brightness, but as a consequence, you will have very coarse tuning.
If you are obsessed with the brightness and want to fine tune it to the point of a 1 photon difference, use a 10-turn 5K potentiometer.
I'd recommend the POT2KA. If you are unsatisfied, you can always change it later.
Remember how I explained wattages before? If this potentiometer is to be used for a certain circuit mentioned in a previous thread, the wattage will be a product of the combined amperages of all the LEDs and the voltage.
Watts = .02A * X * 5 = .1X
Where X = number of LEDs
Relays are simple. It's merely multiple switches controlled by a single electromagnet. Wait till you get to transistors. Those things will drive you nuts.
How relays work.