Experience will help you, the more you encounter this situation and work through it before giving up and throwing the cigar away, the better you will get at it. Alot depends on where the problem is in the cigar. If it is up near the head you can try rolling the cigar between your fingers and trying to work the tobacco to open up a bit. You can also try pushing a straightened paper clip down through the end. It also depends on how moist the tobacco is. A moist cigar may have problems while if that same cigar were dried out a bit more it may smoke much easier. A drier cigar may be difficult to work with if it is plugged because the wrapper may become brittle and fragile. Some people like to take a cigar out of the humidor the day before they smoke it to let it dry out a bit. Don't give up too easily but when it becomes more work than play you may have to move on. ENJOY!
