+1 to everything wardjr and Voyex stated.
Thermal compound has been included with every E3D hotend variant for over a year now, and it is wise to use it during assembly. If you did not use it, no big deal...it will run just fine without it, but it does help especially with lower temp materials like PLA.
I had a client about a month ago who experienced this and could not get the filament out. I inspected the hotend and found his case was indeed retraction. To remove it, do as Voyex stated:
1) Remove heatsink. Heat up just a little bit as needed, but be cautious and wear good heat resistant gloves or use tools to hold the block as you turn the cold end.
2) Remove the PTFE if possible. You will need to remove the black plastic collet to do this, so use pliers and rock it side to side as you pull.
3) Replace collet and insert a new section of PTFE.
That would be my preferred method. If the clog is severe and you want to save the PTFE then use a 1.5mm or 2mm hex wrench and push it out. I had to do this and I did not heat anything up. The part was probably 20 degrees Fahrenheit and the plastic pushed out clean.
Hope this helps.
Printit Mason and Printit Horizon printers
Multiple SD2s- Bulldog XL, E3D v5/v6/Lite6, Volcano, Hobb Goblin, Titan, .9 motor, Lawsy carriages, direct Y drive, fishing line...the list goes on
Filawinder and Filastruder #1870.....worth every penny!