I bought a CD player to throw in my samurai. there wasnt one there when i bought it, when i go to hook up the hot wire(red) memory wire (yellow) that where already there, along with the ground wire, there is no power? anybody else have this problem? should i just run my own wire to the battery? or maybe splice onto an ignition hot wire?

Check the radio fuse? I had to plug in the antenna wire to get my radio to work
after I replaced the little lights that burned out in it, I thought I ruined it at first

Wild

checked the fuse, tried the antenna thing...i think im gonna just run new wire to the battery and just have to manually shut it off and on every time i want to use it.

Sounds like the easy fix, or find a hot when ignition on wire to run it from,
and use the battery lead to power the memory

Use a test light to check the wires.  If you dont have it is a good investment for about $25.

I clipped onto the brake light wire connector as it is closer than going directly back to the battery.

Isn't the yellow wire usually 12v+ ignition and the red is the 12v+ memory/constant.  That's how all the car stereos I've installed have been.  Give that a try.