Replacing a blown fuse on a Christmas light string requires someone to open the small fuse door located on the male end of the plug, using a screwdriver or knife to pry it open, and then find and replace the blown fuse. A blown fuse typically is dark, but if not, then each fuse must be replaced one at a time to fix the connection. Making sure all the glass bulbs of the lights are screwed in tight is a good way to make sure the problem isn't something unrelated to the fuse box.
Using a small sharp object can help to pry out the broken fuse. Tweezers, toothpicks and small screwdrivers for eyeglass repairs come in handy for this. Make sure the prying is done on the metal part of the fuse, not the glass part, as this could cause the glass to break. Fuses, once initially loosened, may still be difficult to remove, in which case a pair of pliers work well. It's also important to wear goggles in case the glass on the fuse breaks. After replacing the fuse, plugging in the light will check to see if the electrical connection is restored to the bulbs.