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Never remove a furnace filter while the furnace is running. Make sure to switch the furnace off before you begin.There is usually a handle somewhere near the furnace that can be switched off. If you're unsure how to turn off your furnace, contact your landlord or the manufacturer. Inside the furnace, you should see a filter. Usually, the filter is either just inside the furnace or just inside the air vent. The filter should have an arrow on it indicating airflow direction. Before you remove the filter, take a sharpie. Draw an arrow pointing in the direction of airflow somewhere on or near the furnace. This way, you will reinsert the filter in the right direction. Once you've located the filter, you can remove it. You should not need any special tools. Simply grab the filter with your fingers and slide it out of place.
Turn off the furnace. Locate the filter. Mark the direction of air flow. Remove the filter.