If you REALLY can't get to it, look at the bottom middle layer of the clear acrylic...try gripping it with the tweezers and see if this part slips out.  Then you can get the filament, and replace that piece of what we lovingly refer to as the "jigsaw puzzle".

I'm not seeing this...

What if I pushed it through with a coat hanger?  Bad idea?

Yes, they all come with a stub of filament.  I think they do a quickie extrusion test then just clip and ship.

Read above to what I said about whether or not you can remove the bottommost, middle piece of the acrylic stack, below where the smooth bearing nests when the lever is in the closed position.  If you can you should be able to get some good angled tweezers right down to the very neck of the extruder.  Don't force anything, but in my case that center piece of the acrylic just slid right out, like it was intended.  (I actually haven't even put it back in, and have been printing without it...probably inviting a buckled filament somewhere below the hobbed roller, but so far knock on wood...)

EDIT - you added the pic while I was typing.  Great pic by the way.  Yes, see the straight edge just to the right of the filament stub? That's the edge of that piece that I think you should be able to slide out to get access to the filament piece.

I've already opened up the plastic lever on the right, but it is broken off just below this (see picture). 

I'll try to figure out a way to get it out without disassembly, but it doesn't look easy.  Why does it have this little piece of plastic in there to start with?  Do they all come like that?

DO NOT DISASSEMBLE YOUR EXTRUDER HEAD WITH ALL THE HEX SCREWS!!!  You'll regret it doing so unless it really needs it.

If all that happened is you have a stub of filament visible in the 'neck' of the extruder, thru the clear plastic, look for the big knurled nut on the screw with the spring on it at the top right when facing the logo side of the extruder.  Unscrew this, being careful not to lose nut, spring, or any of the washers, and paying attention to the order they're on.  With this removed, the plastic 'lever' to the right side of the extruder can be opened; it should hinge down using its bottom as a pivot.  (Note: this is easier to get to if you move the extruder head to about the middle position in X, say X = 50-70ish...if it's at "home" the screw is harder to get to and the arm wants to bump into the top right frame member.)  The little plywood base that surrounds the extruder head will seem to move and angle a bit when you open this, don't let that freak you out, but don't force the lever down too far either.

You should now be able to see down past the smooth bearing into the filament channel.  Gently reach in there with tweezers and extricate any filament stub.  If it seems stuck, don't try yanking on it - turn your extruder on, get it up to about 175C or so, and try again, then immediately turn the heat off again. 

If you REALLY can't get to it, look at the bottom middle layer of the clear acrylic...try gripping it with the tweezers and see if this part slips out.  Then you can get the filament, and replace that piece of what we lovingly refer to as the "jigsaw puzzle". 

Replace the spring, washers, nut, etc, tightening the nut down to about the point where the gaps between the coils of the spring are a little less than the spring wire diameter itself.  Then follow instructions for setting up a new filament supply.

Strongly recommend you go to the Solidoodle page which has images of all this too:

http://www.solidoodle.com/how-to-2/how- … -filament/

I finally got the motors working and was following the removing a filament instructions (because for some reason there was about an inch of filament left in the extruder), and as I'm pushing reverse, and pulling (gently) on it, the filament snaps right below the feeding wheels...:(

I'm taking it the only solution here is to go get some hex screwdrivers and disassemble this whole piece, then warm it up disassembled then push it through manually?  Or cut it off at the feeder end?

YES!  The black wire does need to be plugged in (unplug first).  Now I can move the print head around and it is warming up much MUCH faster!

I can get proterface to connect to the printer, and it looks like it is warming up the bed.  Sometimes it feels like the pronterface loses connection to the printer.  I click the "check temp" button, but it just sends the
SENDING:M105
message, and nothing happens.  :\
Right now it is working and warming up. 

Questions:
1)  How long should it take to warm up from 22C -> 200C?  Seems very slow.  Like a degree every 5 minutes or so...:(
2)  Is it normal to lose connection or not get a response if I click something in the Printer Interface UI (as described above)?
3)  I click on the circular target areas, and nothing happens.  Should this move my print head around?
4)  I've attached a picture - this is where the power cable connects to the back of the printer.  A blue wire is connected into the green box, but the black wire is not.  I'm wondering if this is a defect, or if it got pulled loose or not.  :\  Is this something that can be plugged in otherwise?