If your ball is stuck in its own pitch mark in the general area, you get free relief with no penalty. You drop a ball within one club-length of the spot right behind where it is embedded, no nearer the hole.
When is a ball embedded?
Your ball is embedded only when it is in the pitch mark your own previous shot made, and part of the ball is below the ground level. If you can't tell whether the mark is yours, you can treat it as embedded if that is a reasonable conclusion. A ball that is pushed down by someone stepping on it, driven straight into the ground, or dropped by you when taking relief, is not embedded.
Where does this apply?
Only in the general area. In the general area, there is no relief if the ball is embedded in sand that isn't cut to fairway height or less, or if you couldn't make a stroke for another reason, such as being in a bush. In a bunker or a penalty area there is no relief for an embedded ball. On the putting green you can mark the ball, lift and clean it, repair the mark and replace the ball.
How do I take relief?
Mark the spot, lift the ball and drop a ball within one club-length of the spot right behind where it was embedded. It must stay in the general area, no nearer the hole. See Taking relief: measuring and dropping correctly.
If you aren't sure the ball is embedded, you can lift it to check, as long as you mark the spot first and don't clean it.
The governing rule is Rule 16.3.
Local rules
Your league's committee may have local rules that change this. Ask the organizer which ones your league uses.