It takes about fifteen minutes and there is exactly one rule that matters: change one string at a time. Do that and you cannot drop the soundpost.

When to change them

Every 6–12 months for a player practising most days; sooner if the string is fraying, unwinding, sounds dull and false, or will not stay in tune. Competition and performance players change more often.

What you need

A new set of strings, matched to your violin size
A soft cloth
A pencil (graphite for the nut and bridge grooves)
A tuner — the free one here works fine

Step by step

One at a time. Keeping tension on the other three holds the bridge upright and the soundpost standing. If all four come off and the soundpost falls, that is a luthier visit.
Loosen and remove. Unwind the peg until slack, unhook the ball or loop end from the tailpiece or fine tuner, then slide the end out of the peg hole.
Clean while it is off. Wipe the fingerboard and the top with a dry cloth. Rosin dust never gets easier to remove.
Graphite the grooves. A pencil rubbed in the bridge and nut grooves lets the string slide instead of binding — this is what stops bridges leaning forward.
Attach the tail end first. Ball end into the fine tuner or tailpiece slot; make sure it seats fully.
Wind the peg end. Feed the string through the hole, leave a short tail, and wind so the coils move toward the peg box wall. That side pressure is what makes the peg hold.
Seat over bridge and nut. Guide it into the correct groove, then bring it up to pitch slowly.
Check the bridge. The back face should stand perpendicular to the top. Tuning pulls it forward — gently ease the top back with both thumbs, or ask a shop to do it.
Repeat for the remaining strings, then tune the whole instrument two or three times.

Order and orientation

Any order works as long as you change one at a time. Many players go G, D, A, E to keep the bridge load even. The E string usually needs its protective sleeve sitting on the bridge so it does not cut in.

Settling in

New strings stretch. Expect to retune several times a session for the first day or two, and expect them to sound bright and slightly harsh at first. After three days they settle and the tone opens up.

FAQ

Can I change all four strings at once?

You can, but don't. Losing bridge position or the soundpost turns a fifteen-minute job into a shop repair.

Why won't my peg hold?

Usually the coils are winding away from the peg box wall, or the peg needs peg compound. Rewind neatly toward the wall first.

Do I need to loosen the strings for travel?

No. Leave a violin at pitch for normal transport; only slacken slightly for extreme temperature swings or air freight.

Tune up with the tuning guide, wipe the rosin off (see the rosin guide), and get back to your pieces.

How to change violin strings