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First, turn Off the printer.
Second, remove all paper stack and paper trays.
Third, open what hatches you can open..
Fourth, pull paper out with a slow, steady pressure, or it will tear. Use tweezers if necessary to remove paper bits: every bit of paper must be removed for the printer to be likely to work again.
But don't strain any parts of the printer. If feed rollers are gripping the paper hard, see if the feed roller can be released, e.g. by changing paper source selection levers.
And lastly, try turning the printer On again. It may expel the paper by itself (though that is more characteristic of other printer makers than HP).
If that does not cure the problem, let me know where the paper is stuck, please.