Before plugging the lights in, check the wiring. Inspect it closely foot by foot. If you find any frayed spots do not use the lights. Also, look for evidence of animals chewing on the wire. If any deficiencies are found, place the wire in the recycling bin but keep the bulbs. The bulbs can always be reused as spares for the next set.
When you are checking the wire foot by foot, inspect each bulb. A blown bulb will be burnt and brown on the inside. Also, a blown bulb will not have a filament between the internal electrodes. If a blown bulb is found, replace it.
After you inspected the entire string, plug it in. If the lights do not come on, unplug the strand. Test the wall outlet with a known working lamp to make sure the outlet has electricity. If it does, the "Family Handyman Magazine" recommends you check the fuses in the plug. A blown fuse looks burnt and smoky on the inside. If the fuse is blown, replace it.
If only part of the strand is lighting up, the chief suspect is a blown bulb. Look at the point where the power stops flowing and make a note of it. Unplug the strand and replace the bulb. Plug the strand back in. If changing the bulb does not correct the problem, the strand has an internal wire break. Discard the strand into the recycling bin, keep the bulbs and obtain a new strand.