95 maxima O2 sensor

You unplug one end and unscrew the other end. Autozone/Checker will loan you a special tool to remove it, but I always use a standard box end wrench.

I have had a 94/00/02 Maxima in our household. I have changed 3 oxygen sensors and 1 time it did not fix the problem. Sometimes they unscrew easily, sometimes they don't (try it cold first - working on hot cars is not fun).

The toughest part of the last change was running the cable down between the engine block and getting holders to clip into place (I suggest you get a Nissan sensor and not the universal if you want it done right - check online because the local dealer will charge 20% more unless you are good haggler - or have an easy sales guy).

The sensors are usually labeled blue/white/black based on the cable color.

Check maxima.org for lots of maxima hints.

90% of the time its not the o2 sensor thats bad,they hardly ever go out, its something else making it come up on the codes, save yourself some money dont change it , if you insist on changing it , start the car let it come to full operating temp , the o2 will loosen right up BE CAREFUL NOT TO GET BURNED!