I have done that many times, even used my computer speakers wall wart for keyboard light.
if it is a AC outputting transformer, use a bridge rectifyer and a cap to make dc (they usually say on the wall side what they are rated)
if its a DC transformer , usually you can just use it, add caps (as mentioned) to make any of them a bit cleaner.
bridge rectifyers are cheap, or one can be made from 4 diodes, but cheap bridges are often very high amp devices, and can be heat sinced insureing major longevity over some cheap barely spec diodes. bridges are often also well marked for ac input and its ouput polarity, making connection simplified.
measure with a voltmeter, on both DC setting and AC setting, if you get minimal AC showing with meter, and a good DC showing, then it is probably DC.
If any AC shows up on the DC side using a meter, then the pulsing/dirty DC is showing, and it would be a candidate for cleanup with capacitor. like a nice electrolytic cap in the correct polar direction.
as mentioned most of the partly or unregulated wall wart devices have a higher unloaded voltage, so the entire assembly will determine how it actually works, vrses being able to read the voltage unloaded, and determine how it will work.
so you can guess, then remove some resistance as needed, or use a driver thing that will control total current.
also, it is important to note that the speced MAX amperage output of the average wall wart, should not be used constantly. for example a 900ma wall wart might work great running 350ma-600ma of leds, not 900ma. over time the heat and the build quality and all it will fail, melt even.
the tools that would be usefull, a voltmeter that does amps too, and a variable wire wound 2-5W potentiometer, with just those items you can do a discovery, and tuning. without them, you could guess and hope.