To replace a Christmas light bulb, start by unplugging the strand of lights from the power source. Then, carefully remove the bulb from its socket, being careful not to touch the glass or break it. Gently pull on the bulb to remove it from the socket. Once you have the old bulb removed, take the new bulb and gently insert it into the socket. Make sure the new bulb is facing the correct way and then screw it into place. Finally, plug the lights back in and test them to ensure they're working properly.