Have a burned-out bulb? The video below will show you how to easily switch it out for a new one. Additionally, sometimes one light can be the culprit for an entire string of lights not lighting up. You can find the bulb in question by taking a new bulb and popping it in and out of each of the unlit lights until you find the faulty one. More detailed instructions on how to solve this issue here: [LINK]
Alternatively, it could be the fuse. Changing the fuse is very easy, as you'll see in this video.
Your tree should come with extra light bulbs and fuses. You can also find them at almost any hardware store or large retail store that sells Christmas lights.