Filament is stuck in nozzle
There are a number of options you could try. If heating up the hotend does not work, you'll have to disassemble it. Remove the nozzle and the heatbreak (the threaded part). To disassemble the nozzle, you will need to heat it up and use pliers or wrenches to unscrew the parts.


You can use a blowtorch to melt and burn out the plastic that is stuck. Make sure to do this outside.
You can use solvents to dissolve the plastic. This works especially well with ABS, which can be dissolved in acetone. You can also try dissolving different plastics with acetone, but for example PLA does not really dissolve in acetone (it does become somewhat soft, so this can still be helpful towards getting it out). You could also try using other solvents if acetone does not work for your particular plastic, but consider these tend to be quite toxic compared to acetone so be careful. Note that in any case, the plastic will need to soak in the solvent for at least a few hours or overnight.


Do not try to disassemble it while cold, the expansion and contraction of metal with heat makes this impossible. When reassembling, be sure to heat up the nozzle before giving it a final tightening (again, this is to make sure that when the nozzle expands as it is heated, it makes a tight seal).