Push the bulb up slightly into the socket and then turn it a quarter turn counterclockwise. A GU10 is not held by a screw thread but by two pins in a bayonet, so pulling without turning does not help. If you cannot get a grip on it, use a small suction cup or take the retaining clip out of the fixture.
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How a GU10 is held
At the bottom of a GU10 bulb are two thick pins with a knob on the end. The socket has two slots that start wide and continue narrow. You put the pins into the wide part, turn a quarter turn clockwise, and the knob slides under the narrow edge. It stays there until you turn it back. The whole principle is explained in What is a GU10 socket?
That also means: without turning it first, it will never come out, however hard you pull.
First: power off and let it cool
Switch the light off and let it cool for a few minutes. An LED bulb does not get as hot as halogen, but the back can still be warm after an evening on. An old halogen bulb gets hot enough to burn your fingers. If you also want to take the fixture out, switch off the circuit at the fuse box.
Three ways to get it out
1. Push and turn. Put your thumb and index finger on the edge of the glass, push the bulb up a few millimeters and turn counterclockwise. After a quarter turn you feel it come free. Then let go and pull it straight down.
2. Suction cup. If the bulb sits deep in the fixture so you cannot grip the edge, a suction cup helps. It only works on smooth, flat glass. A strip of strong tape folded into a loop also works in a pinch.
3. Take the fixture out of the ceiling. If neither works, pull the whole fixture down a few centimeters. With most recessed spotlights, two springs hold the fixture in the hole. Hold them while you pull, because they snap back when you let go. Then you can push the bulb out of the socket from behind.
Not a quarter turn but a retaining clip
Not every fixture has a fixed GU10 socket. Fixtures that take both GU10 and MR16 often hold the bulb with a retaining clip: a bent wire that drops into a groove inside the fixture. The socket then hangs loose on wires behind the bulb.
In that case you do not turn anything. Squeeze the two ends of the clip together, take the clip out, and the bulb drops down together with the socket. Then pull the bulb off the socket.
Why bulbs get stuck
With halogen, heat is the main culprit. Years of heating up and cooling down oxidize the contacts, and in a bathroom or kitchen moisture adds to that. If you see soot or a discolored socket once the bulb is out, replace the whole fixture rather than putting a new bulb in a burnt socket.
Fitting the new bulb
Put the pins in the wide part of the slots, press lightly and turn a quarter turn clockwise. An LED bulb runs cooler, so it is less likely to bake in than the halogen bulb you are taking out.
When choosing, watch two things. Is the bulb dimmable if it is on a dimmer? And does it fit in diameter: most GU10 bulbs are 50 millimeters wide, but there are also smaller MR11 bulbs of 35 millimeters, such as the Pico. A standard bulb like the Klaro 5W gives 375 lumens and is dimmable. If you are replacing halogen with LED, also read How do you replace halogen spotlights with LED? All GU10 bulbs are in LED bulbs.
Which way do you unscrew a GU10 bulb?
Counterclockwise, a quarter turn, while pushing the bulb up slightly. To put it in, turn clockwise.
How do you get a GU10 bulb out if you cannot grip it?
With a suction cup on the glass, or by pulling the fixture a little way out of the ceiling and pushing the bulb out of the socket from behind.
My bulb does not turn but is held by a wire, what now?
Then it is held by a retaining clip. Squeeze the two ends together, take the clip out and the bulb comes down with the loose socket.