Not sure if it's the relay and you have minimal skills/knowledge? No problem. Drive to your local auto parts store. Use your owners manual to locate the relay. Turn on your headlights and ten rap the relay with the handle of a screwdriver. Did the lights come on even for a second? If they did then odds are it's the relay. If not it could still be the relay so pull the relay, purchase a replacement (< $10) and it. install it.
Problem solve? If so, Great! If not, you're out $10, Big deal
This is known as fixing a problem by throwing party's at it. It's a legit technique when the parts are cheap and limited tools/time prevents a proper diagnosis. So go ahead, throw a fuse at it, cost <$1,.
Then throw a relay at it. Still does not work, well you can try another fuse under the theory that the original relay was shorted causing both the original and replacement fuses to blow
After this your next step is a proper diagnosis. This means taking it to a pro or vac quoting the tools and skills required.
Hope this helpedi