Note that all MyTags come with a battery already inside them ready to go, so you do not have to insert a battery to start using them. 

If you are planning to change the battery on a MyTag Classic, you will need to first remove the safety screw that secures the unit casing. 

You will need a  Philips PH0, PH00 or PH000 size screwdriver to do this.  If you don't have one you should be able to get one at your local hardware store, electronics store (eg Jaycar).  Alternatively your local optometrist or chemist should have them as they are used for repairing glasses.  

A jeweller or watch battery changing service will also be able to complete the battery change if you are unable to do so yourself.