If you need to ask how to do this, you probably shouldn't be messing with it. If you manage to get the bit out but the next bit is not secured properly, you could get hurt really, really bad! I'm not joking, or trying to be funny.
You can google the model and make of the router and find an owner's manual online. it should explain this.
Depending on the router model, there might be a shaft lock button, or slide. If not you'll need 2 wrenches. These are usually flat (thin) metal and they come with the router (they're usually black).
If the router has a shaft lock, unplug router, lock shaft, and use a wrench on the collet nut (right behind the bit). Looking at it from the bit end, turn CCW to loosen and remove bit.
If no shaft locking feature, you need two wrenches. One goes on the shaft just behind the collet nut; there should be two flats on the shaft. The other wrench goes on the colllet nut. Collet nut must be turned CCW. If you position the wrnches correctly, you should be able to squeeze them together to break the collet nut free.
“The single biggest problem in communication is the illusion that it has taken place.”
George Bernard Shaw
Redondo Beach, CA