Some people are afraid of changing a light bulb on a ceiling fan light fixture. But let me assure you, it's as easy as replacing any other light bulb. Of course, you should take all precautions regarding electrical hazard. The best thing is to switch off the power at the main breaker panel.
Again, be sure that power is off before you change any lamps in it. Some light fixtures are easier to access than others; keep a screw driver handy, as you may need to loosen the glass globe(s) before reaching the lighting fixture.
Ceiling fans have evolved from the simple spinning ceiling fan. Today, you can find models with integrated heating, temperature sensing adjustable speeds, and light fixtures. Even if you're comfortable dealing with electric wiring, installing some of the more complex models can be quite daunting - still, it's something that you can still do yourself, provided you take the time to read through all the step by step instructions.