Light curves have long been used to study stellar activity and have more recently become a major tool in the field of exoplanet research. We discuss the various ways in which stellar activity can influence transit light curves, and study the effects using the outstanding photometric data of the CoRoT-2 exoplanet system. We report a relation between the ``global{''} light curve and the transit profiles, which turn out to be shallower during high spot coverage on the stellar surface. Furthermore, our analysis reveals a color dependence of the transit light curve compatible with a wavelength-dependent limb darkening law as observed on the Sun. Taking into account activity-related effects, we redetermine the orbit inclination and planetary radius and find the planet to be approximate to 3\% larger than reported previously. Our findings also show that exoplanet research cannot generally ignore the effects of stellar activity.