To test whether a Christmas light bulb is blown, you can use a simple method: First, make sure the lights are unplugged to ensure your safety. Next, remove the bulb from the socket by gently twisting it. Then, hold the bulb up to a bright light source, such as a lamp or a flashlight, and look for a visible filament inside the bulb. If the filament appears broken or missing, it indicates that the bulb is blown and needs to be replaced.