Why do I have to replace light bulbs in Xmas tree lights when they were working when I put them away?

The filaments in Christmas tree lights are relatively fragile. They can break simply from handling or even from temperature fluctuations. There is also the possibility of the glass bulb losing vacuum over time which would cause premature failure of the filament.

One other idea is that the contacts between the bulb and where it plugs into the string can lose it connections.

Most of them just plug into the sockets and are fairly easy to lose their connection between the bulb and the socket. Rather than replacing be sure to try wiggling it in the socket to be sure its a bad bulb.