In most cases, you'll need to remove some type of trim piece to access the stereo. These trim pieces sometimes pop right out, but many of them have hidden screws behind the ash tray, switches or plugs. After you have removed all of the screws, you can insert a flat blade screwdriver and attempt to pop the trim piece off.
Never force a trim piece, face plate or other plastic dash component. If it feels like the component is bound on something, it probably is. Carefully examine the area where it is bound, and you will probably find a screw, bolt or other fastener.
Some radios are held in with other methods. OEM Ford head units are sometimes held in by internal clasps that can only be released by a special tool.