Open the rear hatch. There are 2 screw in the sidewall next to the brake lights (Right or Left). Remove those 2 screws and the brake/signal light housing will come out along with the wire harness for the lights. There should be 3 separate pairs of wires going to the Turn Signal, Rear Lights and Brake lights. Follow the wires to the brake lights and untwist the bulb housing and pull it out. Remove the bulb by pulling it from the socket. If you already have the replacement, plug it in and reassembl everything.
If you do not have the replacement, take the bulb to the parts store and ask for the replacement brake lights for a 2005 GMC Yukon and give them your old one. They'll look at the numbers on the bulb and sell you the new ones.