The most important thing to note when trying to remove a paper jam is to ensure that you DO NOT pull the paper out in the wrong direction. If paper is pulled against the direction of travel it can damage the paper feed sensors, often beyond repair.
The safest way to remove the paper jam is to open the flap at the back of the printer, if there is one, and try to get hold of the paper at that point and GENTLY pull it out. Not all printers have a rear flap so it can be more difficult. Pulling the paper from the paper tray area can damage the paper feed sensor. If in doubt bring the printer to Rethink Printing for professional help.
Paper wrapped around the fuser unit of a laser printer should be removed only after the printer has been unplugged and left to cool down for 10 minutes. Using sharp objects will void your warranty and may make your printer unusable.