It's easy, provided you have a pedal wrench or an open-end wrench that will fit. Most bikes today are 9/16", but some--especially older--use 1/2"
Right pedal is right hand theaded, meaning you'll turn counterclockwise to remove. Left pedal is left-hand threaded, meaning you'll turn clockwise to remove.
Pedals generally have steel threads, and cranks usually have aluminum alloy threads. Done improperly, you can easily strip the threads in the crank arms.
Threads need to be cleaned and treated with a light application of grease. The pedals then need to be tightened to proper torque. Unless you have a torque wrench or do a lot of wrenching, achieving the right amount of torque can be a problem, If the pedals aren't mounted tightly enough, they will work loose and destroy the crank's threads. Mount them too tightly, and you'll strip the threads on the spot. Pedals are one of the two areas on a bike that require a good amount of torque during installation. The other is the bottom bracket.
It's an easy job for a shop to do. Doesn't even require putting the bike in a workstand. Buy some good replacement pedals from your LBS, and there's a good chance they'll install them on the spot at no charge. This would negate the need to follow all the other advice I wrote. But, the info holds true if you ever want to do it yourself.