is it an inline or traditional? Start by oiling the barrel behind and in front of the bullet. if it is an inline, pull the breach plug and tap it out with a range rod. With a traditional muzzleloader you can try bumping it down to free it up, then get a good bullet puller on a good range rod. I have a brass range rod that I made a slide hammer for out of a chunk of lead. Make sure the ball puller is turned in solid and start pulling with the slide hammer. the sudden jolt works way better than just pulling. If you don't have a slide hammer you can take a strong cord and tie it on to the handle of the rod leaving a length to jerk on. Good luck.