Replace timer dimmer switch with dimmer switch
As @manassehkatz says, that is probably a wire "back-stabbed" into the dimmer. That means it will be tightened/loosened by operating the nearby screw.

It also means that the two black wires affected by that screw are in contact with each other. It could be that:


Your power is coming from the left side of the image, and the dimmer actually controls two lights or fans or whatever. Something like:

power &gt;&gt; ----+    +----&gt; light 1
             |    |
             Dimmer
                  |
                  +----&gt; light 2

Your power is coming from one of the two right-side wires, and the dimmer controls the left-side wire. In that case, the second wire will be an "un-dimmed take-off" that goes to some other place where unswitched/undimmed power is needed. Something like:

light &lt;--+    +----- &lt;&lt; Power
         |    |
         Dimmer
              |
              +-----&gt; Unswitched/undimmed to someplace else



In either event, the "How will I take it out?" is easy - just unscrew that screw. But you need to MARK THE WIRES!!! Use tape, or a marker, or colored bread-bag ties, or nail polish, or whatever you have available, but make sure you don't lose track of what is what.