Unclogging your pen or filament won't load
One of the main problems people will run into is having filament stuck in their pen. This comes from the user turning the pen off after they've let the filament run through the loading port. It's important to understand how your pen actually works.
In the pen's body their are rollers that feel the filament through the extruder. If you have filament past the rollers but not through the extruder this has the potential to cause a blockage.
What to do if you have a blockage
First of all do not pull or tug hard on the filament you risk breaking the filament inside of the pen. Cut a piece of filament flat; then feed through the loading port. You can feel it when your pen has grasped the filament.