To find a burned-out Christmas light, you'll need a multimeter or a specialized Christmas light tester. Start by testing each light bulb individually to determine which one has failed. If you don't have a specialized tester, you can try using a normal multimeter and checking for continuity between the two pins on each bulb. Once you've found the faulty bulb, replace it with a new one and retest the strand of lights to make sure everything is working properly.