There will come a time when you need to change your guitar strings. Sometimes they wear out; sometimes they break and need replacing.
To change a string, first undo it at the adjusting end until it is completely slack. Then uncoil it from the tuning peg. Now you need to go to the other end and remove the wire by removing the bridge peg. Bridge pegs are usually tight so you may need a pair of pliers to ease it out. Once the string is out is a good time to clean and polish those areas that are hard to get at when it is in. Use guitar polish and give it a good old rub.
Get out your new string - you do have one, don't you? When you undo it, you'll see that there is a little ball on one end. That's the end that goes to the bridge. Tuck the end of the string and the ball down into the peg hole. Replace the bridge pin being careful to align the carved notch in the pin with the string. As you slide the pin in, gently pull on the string, but don't bend it. You should feel the ball slip into its place. If the pin comes out while you are pulling gently on the string, it's not in right and you must do it again.
Once you are satisfied that it is securely fastened, take the string up to the head of the guitar. Hold it firmly so that there is no slack that you can see. Pull the string a good inch (2 cm) past the tuning peg, then crimp it to 90 degrees with your fingers, so that it pokes out in the direction of the tuning peg. Turn the tuner so that the crimped wire will slide straight through the hole in it. Slide the wire through the hole up to the bend and put another crimp in the end that is poking out of the hole. This will stop it from sliding out again, until you get it tightened.
If you have a string winder, use it now to tighten the string. They only cost a few dollars and are very handy. If you don't have one, tighten the tuning peg slowly and evenly in a counter-clockwise direction. Use your other hand to keep tension on the string being tightened to stop it from curling or otherwise misbehaving itself. To do this, press it down on the fretboard with one finger while pulling it up with the others.
Make sure the wrapped string passes over the crimped part of the string to stop it from slipping out. This should happen on the first wraparound. On each subsequent wrap, the string should pass under the end, with each wrap sitting below the previous one. When you go to tune the new string, you'll need to stretch it up a bit first. Stretch and tune several times until the tune is true.
Don't worry if the bridge pin pops up a bit while tightening the string. This is normal and all you need do is push it down again. Finally, cut off the excess string, leaving about ¼ of an inch excess.