To replace a bulb in Christmas lights, you'll need to first locate the faulty bulb. Next, unscrew the bulb from its socket and remove it. Then, take the new bulb and insert it into the socket, making sure to twist it in the same direction as the old bulb. Finally, test the new bulb to make sure it's working properly. If it is, you're all set! If not, you may need to try a different bulb. Good luck!