2001 pontiac ssei bonneville

what does blowing out mean?

Every time we try to start the car the oxygen sensor fuse blows out

The oxygen sensor fuse blows out every time we try and start the car

Change the sensor and see if it fixes the problem. Personally, I did not know there was a fuse for the O2 senor. Maybe it is something else that shares the same fuse/circuit.

Before changing the sensor, unplug it and see if the problem continues or goes away. If it goes away, then change the sensor. If it remains, look elsewhere on that circuit.