Correcting any problem is a matter of elimination. Without testing equipment, a new bulb is the place to start.
If money is real tight, you could pull the bulb from the other side to test the one that's out. Be advised that headlights tend to go out in pairs. If you pull the other side and it corrects the problem, you might want to replace both. Be careful not to touch the bulb(s) in either case, they say its bad for the bulb to get skin oil on it.