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95% of the time you should get the "regular weight," or "lite" strings. While some guitarists use heavier gauges or odd string configurations, you can't simply grab a set of strings if your guitar is not made for it. Strings that are too heavy for your guitar can warp or bend the neck without the proper adjustments, so stick to regulars until you know more about your guitar.  In general, you want your high E to be a ".008-.0011" thickness. This is for medium, lite, and extra lite strings. If you use drop tunings, like a drop D, you might want heavier strings. Ask your music store staff for a specific recommendation. Give yourself plenty of room to work, laying the guitar down on a table so that you can adjust it comfortably. Make sure to place a towel or blanket underneath to prevent scuffing or scratching. Some people like resting the head off the edge to make tuning easier. This hole should point away from the string so that it is parallel to one of the frets. If you were holding the guitar and playing it, the hole would be pointing up. Once you've got the first one done, repeat the process on the rest of the strings, working through the packet. Remember to clean the fretboard after removing a string, to leave some slack in the string before tightening, and to crimp the string in place before starting to turn. If your head has a 3x3 set-up, remember that the lower set of tuning pegs must be turned in reverse. Simply repeat the proceeding instructions, replacing left with right and up with down.
Purchase the correct strings for your guitar. Lay the guitar on a flat, soft surface at a comfortable height. Turn the hole of the tuning post so that the hole faces you. Repeat the process on the rest of the strings.