Clear to intercept localizer

I want out to play last week. I requested clearance from EMT to RAL
for ILS to rwy 9. Shortly after I was level at 4000, I was cleared to
intercept localizer. As I tracked localizer, the glideslope started
down and I started down with it. At 3,700, ATC called to ask me to
remain 4000. I climbed back to 4000 and about 30 seconds later, was
cleared to decent.

I did not think about it at the time, but does clear to intercept
localizer mean I cannot decent until I am clear to decent? BTW, the
glideslope was functioning.