A headlamp bulb, for example, is designed to have a degree of resistance so that it consumes a certain current to glow normally. But there are at least two headlamps in the circuit. If they were connected in series, electric current would have to go through one headlamp to get to the other.
Depending on the fuse design, it is sometimes possible to tell whether it has blown by holding it up against a light; a break in the wire inside may be visible. Another clue is blackening of the glass cover. If there is no visible sign, check by fitting another fuse of the same rating; if that cures the trouble, then the fuse was to blame.