How to replace the nozzle in my hotend assembly?
The exact procedure depends on the design of the printer.
After unloading filament, remove and install the nozzle at the highest temperature you will run.  Otherwise, you will not get a good seal between the nozzle and heat break if you depending on tightening at lower than operating temperature.  A bad seal allows the filament to leak out (oozing).    Tighten and untighten the nozzle with wrenches on the heat break and nozzle.  The heat break is easily damaged if tightening too tight into the heat sink, but you need a tight connection between the nozzle and heat break.  This means the nozzle must tighten against the heat break and not tighten against the heater block; thus space between the nozzle flange and heater block when tightened against the heat break.
Note: If you had oozing, it will glue the nozzle and heat break to the heater block.  Heating the hot end will often allow you to remove the nozzle.
Note the electronics of some printer models can be damaged by shorting the nozzles to heater leads, thermistor leads, or even a metal bed.  Check for your model.
Running the hot end at 250 °C or above requires an all metal hot end (a heat break without Teflon) or the Teflon will degrade.  This also applies to Boden tubes that run all the way to your nozzle.  Look for instructions related to your Boden tube.  Go to max. temperature for operating with Boden tube, then you usually clamp the Boden tube in place so that it forms a good seal.