To change the fuse on Christmas lights, you'll need to locate the fuse box, which is usually located in the breaker panel or electrical panel of your home. Once you've found the fuse box, locate the specific fuse that corresponds to your Christmas lights. You'll need to remove the fuse by unscrewing the cover, then removing the fuse itself. To replace the fuse, simply insert a new one and screw the cover back on. It's important to use a fuse that is rated for the same amount of amperage as the original fuse.