As an expert in holiday decorations, I can tell you that changing a Christmas light bulb can be a bit of a hassle. First, make sure to turn off the lights and unplug the Christmas light string before attempting any repairs. Then, remove the bad bulb by gently pulling it out or unscrewing it. Once the bad bulb is out, use a new bulb of the same wattage and type to replace it. Finally, plug in the Christmas light string and test the new bulb to make sure it's working properly.