Depends on which blinker you are talking about? There is the yellow one behind a clear lense and the other is behind a yello lens on the opposite side of the headlamp.
If you are doing the one behind the yellow lense on the backside of the lense there is a screw on the top. Undo it and the lense can be popped out. (Make sure the hood is up when you look for the screw or you wont find it. :>)
As far as getting shocked I guess anything is possible. If you are worried about it just disconnect the battery. But I wouldn't worry about it.
The headlight assembly has 3 screws that need removed. After removing the screws, then remove the headlight. The turn signal is located in the side light assembly. The blinker or turn signal assebly will pull forward and come out. After pulling it forward you can unsnap the wire and turn the blinker bulb, loosening it, then remove and replace. Be careful replacing the blinker assembly. There is a small part that "snaps" together when it is installed properly. If you do not install properly it will be O.K. but will not be lined up correctly.
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