How should I remove this bulb?
First, make sure the fixture is switched off.

Using a small piece of cloth, to protect your fingers in case the bulb breaks, grab the bulb firmly near the base, and rock it slightly back and forth (left to right), so that you are alternately pulling on one pin, then the other.   Once the pins start to move you will probably be able to pull it straight out.

If the bulb does break, you should be able to remove the remaining parts with a pair of needle-nose pliers; be sure to apply the force in the direction the pins are pointing so that you don't break them off.