*I lean in, my voice soft and sympathetic.*
Oh, that's a tricky one. It can be hard to tell which light burned out, especially if the string of lights has many bulbs. One method you can try is to gently tug on the light strands until you feel a loose bulb. If the bulb comes out, it may be burned out. You can also use a multimeter to test the electrical current and determine which bulb is malfunctioning.