Before proceeding with any of the following instructions, please make sure your light string or fixture is unplugged, as the threads would otherwise still be connected to 110V AC mains power.
With the light string unplugged, you should be able to use a small needle-nose pliers (or something similar, though a pliers will work best) to "grab hold" of the bulb innards or brass threads and slowly twist it out, counterclockwise. If you lose hold of it or it slips, simply re-secure it with your tool of choice, and you should be able to get it unthreaded without too much issue.
From there, you can install a replacement bulb like any other bulb.
Tru-Tone™ LED filaments are more robust than tungsten filaments but our traditional glass bulbs are still susceptible to breakage like any glass bulb is. Please handle and store Tru-Tone™ bulbs as carefully as you would traditional glass incandescent Christmas bulbs. Visit our Product Guide for more information on safe storage and usage.