I have had about six people come into the store today with Christmas light problems. Most of them just had blown or missing bulbs but a few had blown fuses.
Most modern light sets are “string to string” sets. You can plug the next set of lights into the end of the previous set. There are warnings on the box that tell you to only run a certain number of sets this way. The is to prevent the overloading of the wire the sets are made of. As you increase the number of bulbs the current increases. If enough sets were run together the current could get high enough to be dangerous. To protect against this situation fuses are in the plugs of each light set. If the current gets too high the fuse blows. This is almost always caused by plugging in more than the recommended number of sets. So if you have blowing fuses in your lights check to make sure there aren’t too many sets plugged together.