This varies a little by make and model, but you'll need to remove the gauge cluster assembly (which houses the odometer, speedometer, etc.
To do this, first remove the plastic trim piece all around it so you can access the screws that hold it on.
When removing the cluster be careful not to damage the speedometer cable, it's generally fairly easy to remove, but delicate. Once you have the cluster out, the bulb will be on the back, and fairly easy to replace.
In some vehicles this job is intentionally very difficult to do, because they're designed to stop thieves from accessing the wiring to the ignition switch.
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