Lighting, Light Fixtures, Ceiling and Exhaust Fans - Ceiling light/fan combo question

Am replacing a ceiling fan (no lights)controlled by a wall speed sel. switch with a new 3 speed ceiling/light combo with new three speed wall selector unit (switch) There is only 14/2 g cable at ceiling. (switch loop I believe it's called). Can I connect the new fan combo blue and black wire together? Actually I did it already and everything appears fine. The light works of the pull string only when the fan is on high speed.(as I recall) I am now having doubts as to wether I should have tied the fan and light wires together (blue and black at the combo) being that power is coming from a "FAN Speed Switch" , and perhaps not designed to also power the blue "light" wire. thanx in advance

If you only have a black and a white wire at the ceiling you do not have a switch loop.

What did the directions that came with the unit tell you about wiring it? if they did not state that the light could be controlled by the fan switch then you are risking a fire (worst case).

I suggest that you rewire from the switch to the ceiling with a three wire cable and install two switches at the wall.

Some kind of fan/light wall controls require three wires, and some only two. The kind that can work with two wires are more expensive and usually require a separate box to be installed at the ceiling. Get the right kind for your wiring.

Just curious, but does the light bulb change brightness when you change the speed of the fan?

Thank you Ray and John for getting back to me so quick. Thank you Ray for your strictness (lol). Yes I do know that I don't have a switch loop. I was a little alarmed this morning when I realized I may have done something unsafe, and immediately decided to post my question, and immediately got a response from Ray and I then went immediately to the home and removed the blue light wire (cust. didn't want the light anyway) pheew. Have to be 100% aware at all times, with my new additional profession. Am attending a 4 hour Lutron seminar tomm. at a hotel near John Wayne airport in orange county. JOHN as I recall (apparently I wasn't overly concerned about it at the time because the cust. wasn't really planning on using the lights anyway) the lights did NOT dim (at least I didn 't notice them dimming) but the lights only turned on with the pull string when I moved the speed controller at the wall to high. At least that's what I recall. Thanx again