Hi
I want to learn how i can control LED on/off by mobile .

 

Here is one example. There are many others on the web.

http://www.nbcafe.in/interfacing-gsm-module-with-pic-microcontroller/

Also, google "GSM AT commands"

Also subscribe to this thread: http://forum.allaboutcircuits.com/showthread.php?t=96031

I'm hoping for lots of good insight here.