Glowplugs sometimes last a few days, sometimes a year or longer. If you have fuel reaching the engine, heat in your igniter, and you're using a an electric starter, then the glowplug is the only culprit left to keep it from starting.

To replace it, you do just unscrew it and put the new one it. Make sure the little copper seal goes on. And just snug it down. You're screwing into aluminum which won't take much torque. All you need to do if put a little tension on the seal; the threads do the rest.