Oxygen Sensor
Some vehicles have (2) and some have (4) O2 sensors.
When you start looking at the O2 sensors, they are normally numbered something like "Bank 1 Sensor 1" Bank 1 is on the passenger side; Bank 2 is on the driver's side. Sensor 1 is the upstream sensor (near the frame, between the block and the cat) and Sensor 2 is near the Y-pipe (downstream of the cat).
Normally it is the upstream sensors (sensor 1) that go first. They see the harshest conditions.
You will need;
Oxygen Sensor Socket
Anti-Seized
Penetrating Oil
I have even used a small plumbers propane tank and heat it up and it help get them free.
Sometimes it will take 15 minutes or take a few hours it depends on your luck...