That' not a dumb question at all. When this figure first started to ship everyone had this issue. I think all of them have been glued down to the connector. You can do of the following things.
1.) Just boil and pop the head off the connector and body.
2.) Take your chances and just gently pop it off it feels like it will come off easily.
3.) If it's really tight most people have just popped the connector off along with the head (which would still be attached) and just swapped clothes and the body. There's a huge discussion on this somewhere, it was a big issue. I'll see what I can dig up on here.
Good luck.
EDIT:
Here's a few examples of problem and solutions.
slightly lighter eye make up
It looks amateur in that pic compared to...
(pic by Morbo)
But doesn't Hot Toys use decals for these eyes? I have no clue if the eyes are painted or not.
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