I've just got a new house bunny and she's got something stuck to her fur?

Trim out as much as you can. Anything left use a warm, wet washcloth to soften what's left and use a fine comb to remove the rest of it from her fur. If there's a bit left after that she will probably be able to clean it herself. Might as well do it right away and get all the drama over with. If you're gentle she should be OK and then she can start settling in to her new how without other difficult days in the near future.