As with all things Oracle the simple answer is, "It depends."

 

What is your current character set?  What is you target character set?

 

If you get lucky with those answers then it's very simple to convert.  If you get unlucky then the easiest thing to do is export your database, create a new database with the desired character set, and import the database.

 

So, what is your character set and what character set do you want?

 

Google, metalink and the archives of this list will probably be a big help.