How do I know which fuse to replace?

I'm facing a bit of a dilemma here. My electrical system has blown a fuse, and I'm unsure of which one to replace. Is there a specific method or process I should follow to determine the correct fuse? Should I check the fuse box for any labels or indications? Is there a way to test each fuse individually to see if it's blown? And what should I do if I can't find a matching fuse in my local store? Can you guide me through the process of identifying and replacing the correct fuse for my electrical system?