電球が切れました。交換してください。って英語でなんて言うの？

When an appliance breaks, or isn't usable anymore, you can use the phrase "(~) is out."
This phrase covers all of your appliances:

• The lightbulb is out.
• The TV is out.
• The washing machine is out.

When speaking specifically about a lightbulb, you can say that it has "burned out." (Depending on where you live, the spelling for the past tense of "burn" is different, but both are said the same way. In the US, we use "burned.")

If you want to just use a simple phrase, you can just say the bulb is "not working." Again, this can apply to every home appliance:

• The light isn't working.
• The refrigerator isn't working.
• The TV remote isn't working.

Could you.....please? We use this construction when we want to ask someone politely to do something.
"Could you hold the door for me please?"
Could it be replaced please? = Here we are using the passive form :
To be + past participle, which is a little more formal.

1. The light bulb burned out, can you please replace it?

If the light bulb in your room has burned out, it means that it is no longer working and lighting, so you may ask for it to be replaced.

Hope this helps :)

The best thing is to start with the adverb 'please', which makes the request very polite, and then proceed to make the actual request and ask the receptionist to 'replace' the light bulb.
The verb to 'replace' in this case means 'to replace something broken, damaged, or lost, and provide a new one', in this case, a new light bulb.
'Burn out' is a phrasal verb meaning to 'stop working' in the case of the light bulb.
There are other meanings attached to this phrasal verb, but, in the case of the light bulb, this is it.

burned out - this means the light bulb is obsolete
You can also use "burned out" to describe someone who is really tired.
e.g. When I get home, I'm so burned out from work that I don't want to do any chores.

*The light bulb in my room went out. Could you please replace it.
"Went out" is more general, so you can say "the lights went out" during a power outage even if the bulbs are still fine, but if I say a bulb went out, it usually means I need to replace that particular bulb.

You may also say, "The light bulb blew out." These are all viable ways of asking to have the light bulb changed. The most common phrase is "The light bulb blew out".

"The light has stopped working, Can you please check the bulb." This explains that the light in your room is not working and you would like them to come and fix it.

"The light in my room has fused please can you replace the bulb."
"fused" means the light bulb has broken.
This politely asks them to come and replace the broken light in your room.

Burn out in this regard means to expire, become broken because of the light bulb was working for to long. I would use the second sentence because it's a more polite version