This sketch makes an LED connected to Arduino pin 9 to fade on and off

fade_led.ino

int led = 9; // the pin that the LED is attached to
int brightness = 0; // the bigger this number, the brighter the LED is			
int fadeAmount = 5; // the bigger this number, the faster the the LED will fade on or off
				
// the setup routine runs once when you press reset:
void setup() {
  pinMode(led, OUTPUT); // declare pin 9 to be an output:
}

// the loop routine runs over and over again forever:
void loop() {
  analogWrite(led, brightness); // set the brightness of pin 9:
  // change the brightness for next time through the loop:
  
  brightness = brightness + fadeAmount;
  // reverse the direction of the fading at the ends
  // of the fade:
  
  if (brightness == 0 || brightness == 255) {
    fadeAmount = -fadeAmount ; 
  }
  
  // wait for 10 milliseconds to see the dimming effect
  delay(10);
}