I need to replace a cassette for CS-HG500-10 but want to go XT
A Shimano 10-speed MTB cassette is a 10-speed Shimano MTB cassette. There is no functional difference.
The differences will be only in the weight or the durability (the rate of wear) due to different materials.
And some possibly very minor differences in the construction like whether the sprockets are rivetted together or not. Mostly irrelevant to most users.
You can use whichever version you like.

There are many Q/As about changing a cassette here. You need a cassette tool with a wrench and a chain whip. It is pretty simple.
A torque wrench would be a bonus, the required torque range (say 30-50 N.m) is pretty large so can be guessed by feel. It must be pretty tight.