Turn off the power to the ceiling fan, and place a ladder underneath it. Be sure to choose a ladder that lets you easily reach the location of the light.
Unscrew the bulb from the socket in the ceiling fan if the light has an open globe fixture around it. If the light is enclosed in a globe, loosen the thumbscrews on either side of the globe while supporting it from underneath. When the globe is loose, lower it away from the light and place it aside. Dust the ceiling fan and light fixtures with a dust rag while you have the opportunity.
Unscrew the bulb in the light by turning it to the left.
Place the new bulb in the socket and turn it to the right to tighten it. Test the light and replace the globe over the light if necessary.