Most people ask this question before purchasing Mini Lights or LED Christmas Light Strings.
So this answer will relate only to those products like Mini Lights or LED String lights.
The answer depends on the set of lights you are considering and is based on the wattage rating of the strand of lights.
Each string of lights that you see on our website should have a maximum connectivity specification listed. That's the number of strings that you can one together end-to-end.
If you exceed the maximum connectivity specification, you'll blow the fuse contained in or more of the plugs of the strings of lights or you'll "smoke" your light strings. In other words, blow out many of the bulbs and render your set of lights beyond repair.
For many years, the Underwriter's Laboratory stuck by a hard and fast rule of no more than 3 sets in a series, but as lighting has changed, so have its recommendations.
The current UL guideline for maximum connectivity is based on a maximum total series run wattage of 210 watts. (That means that if a light set were rated at 21 watts, you could run 10 sets of them in series.)
We've tried to list the maximum connectivity for each set of string lights on our website. Check the specifications table for the product you are considering.
Hope this answer helps. Any electrical questions about your specific lighting project must be directed to a master electrician.