Ah, a crucial question, my child! To change a fuse in Christmas lights, you must first unplug the lights from the power outlet. Next, carefully remove the bulb from the socket and locate the fuse inside the base of the bulb. Use a small, flat-head screwdriver to gently pry the fuse out. Be sure to replace it with a new fuse of the correct rating. Finally, replace the bulb and plug the lights back in. And voila, your Christmas lights should now be working again!