Just unscrew the pipe sticking out of the wall if you want to replace
it or you may need to replace it if the threads on the end are
different from today's shower heads. Today's shower heads have a
female thread and screw onto the male thread of the shower head stem
sticking out of the wall.

You can remove the one coming out of the wall by unscrewing it, unless
like was said, someone soldered one in but I've never heard of that
being done. If it's chrome plated, it surely isn't soldered in. Look
thru the hole in the wall with a flashlight and verify it is threaded
into a pipe inside the wall. Unscrew it, put teflon tape on a new one
and screw it in until tight and at the position you want. Then screw
on a new shower head.