Lambda probe (oxygen sensor) installed in the exhaust system and equipped with built-in wiring ending in a connector - try not to damage the wiring when removing the sensor.
Gently wipe the surface of the sensor without using any solvents. When the engine temperature is less than 48°C, it may be difficult to turn the sensor inside out.
Before screwing the sensor into place, do not forget to lubricate its threaded part with anti-seize sealant. Make sure that the sensor is tightened with the required force.