Okay. Sometimes when you're in the middle of a soldering job, you're moving from different part to a different sized part, you may need to change the tip that you're working with. For example, if you're working with large parts and you want to go with something a little bit more delicate, you may need to switch over to something that has a finer tip than what you have in the iron to begin with.
And you can do a number of things. First, you can turn the iron off and wait for the iron to cool, which takes a bit of time. If you want to speed things up a little bit and do it safely, there's another way. Start by turning off the soldering iron, remove the iron, and using a pair of pliers or some other kind of gripping tool to hold onto the hot metal parts, clamp it down and unscrew. Now I can remove the tip, careful not to touch it, using the tool.
Now that the hot parts are safely away, you can grab the cold new part, place it on the tip, place the tip back into the sheath on the stand, and tighten. The tip is nice and tight. You can turn the iron back on, wait a few minutes, and we're done.