How to change a headlight bulb
Not all cars are the same
These are going to be very general directions for changing the headlight on a car. Your car might be different, so check your owner's manual. Some car manufacturers have made it very difficult for people to change their headlights, or to do much of anything on their car in general without using specialized tools. These car manufacturers are generally referred to as "jerks".
Changing the headlight
Open up the hood and take a flashlight and shine it on the back of the headlight casing. Even if you're doing this during the day, you'll probably need a flashlight because of the location of the headlight and the fact that the hood blocks out most of the overhead lighting.
Take a screwdriver and remove the back cover to the headlight. Then remove the back plating. On many cars there will be plastic clips holding wires in place. Undo the clips and put the wiring off to the side.
Unscrew the light bulb by turning it to the left. Replace it with the new light bulb (screw to the right, obviously).
Test your headlights now, before you've screwed everything back into place. If everything works, just put the back plating back on, put the wiring and plastic clips back on, and then screw the back plate (if your car had one) back on.
You're finished. Job well done!