If you know how to solve a puzzle and how to write notes, changing the music shouldn't be too hard for you.
The music data consist of Instruments, Lengths, Notes, Loops, Jumps...etc just like real music.
In Blaster Master (U) [!].nes rom you can find the Intro music's Square 1 channel's music data start in rom offset 0x017d1f
As Dracula X said, you could use the CDL (Code/Data Logger), if you are using FCEUX.
It doesn't need to be .nsf file, you can use .nes rom as well.
1. Debug -> Code/Data Logger...
2. Debug -> Hex Editor...
3. In Hex editor: View -> ROM File
4. In Code Data Logger: Press Start / Pause / Reset Log to control your logging
5. In emulator window: Use pause key on your keyboard if you want to stop / resume the music
6. Use save states
Logged bytes will change color to blue.
I would recommend you to start from an easier music data format, for example Super Mario Bros. 3 or Mega Man 3-6.
I learned music hacking by using tutorial made by za909. You can find it from this link http://acmlm.kafuka.org/board/thread.php?id=7844
Music data formats are different depending of the game, but they have similarities. After doing that tutorial and understanding it you should be able to learn hacking music in any game.