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Look at the bulbs on your strand of lights to be sure that each one is seated firmly into its plastic socket, as they sometimes come loose. Focus first on looking at individual unlit bulbs, or the first and last bulbs in a section that is unlit, but you should check all bulbs for loose connections. Gently push a loose bulb down into the socket until its connecting edge appears flush with the socket or it clicks into place. Remove any bulb that you know for certain is dead, either because it is an isolated unlit bulb in a strand of otherwise functioning bulbs, or it is clearly shattered, burnt-looking, or otherwise discolored. Gently remove a dead bulb by grasping it between two fingers and pulling it up out of the socket. Some bulbs may require you to twist the bulb before pulling up. Replace any individual dead bulb with a new one of equal size and wattage, placing it firmly down into the socket. If you have a section of unlit bulbs in the strand, use a bulb tester, found in stores where Christmas lights are sold, to determine which bulb is causing the problem. Inexpensive bulb testers can be found as a plastic mold or pen-shaped tool powered by a 9-volt battery. Start with the first and last bulbs in an entire strand that is unlit, or the first unlit bulb that follows a section of working bulbs. Follow the individual instructions provided with your bulb tester for proper use. Remove any bulb you discover to be dead and replace with one of equal size and wattage. Plug your strand back into a power source after you've replaced any bulbs found to be dead to determine if all bulbs are now lit. You may need to replace more than one bulb in a section of unlit ones. Continue to test all bulbs in an unlit section if replacing just one doesn't solve the problem. At the end of the season, of after you've replaced bulbs, ensure that others are not broken or damaged by storing them where they will not be crushed or exposed to extreme temperatures. When putting up or taking down lights, be sure not to pull too hard on the strand, or otherwise roughly handle the wires and bulbs in such a way that could damage them. Coil your light strands neatly around a piece of cardboard, a clothes hanger, or other sturdy object, then place them into a box where there will not be pressure placed on the bulbs or wires. Note that typical Christmas tree lights usually have a life of about 1,000-1,500 hours, or about one to three seasons of use (unless they are LED lights, in which case they can last much longer). Plan to replace light strands every few years rather than continuing to attempt bulb replacements beyond the strand's expected lifespan.
Check first for loose connections. Replace dead bulbs. Test bulbs in a dead section. Test the strand after you've replaced bulbs. Continue to care for bulbs when stored.