I have a sears lawn tractor. Lately every time I try to start the choke is stuck. What can I do? How do I replace the choke?

Hi,
A bit too general a question. It would depend on the engine you have; numbers?
As a general rule it would be some linkage bent or touching in the area behind the carb to the throttle/governor controls.
Peace,
Clarke

Yep, Clarke is correct. Your choke is probably fine but the cable is rusty or kinked, could even be the tube of the knob is rusty in its sheath.