First of all, you need to replace it, you'll never get a good adjustment in its current condition and if you do it'll just be a hassle again next time.

Try to unscrew it from the back with a screwdriver. Failing that, use pliers/vice/grips, whatever is needed to loosen it off. Failing that, cut the spoke in the middle with bolt-cutters or heavy duty wire cutter, and replace the spoke.

Replacing the spoke and nipple may seem like a hassle, but if it keeps your wheel in true it'll significantly prolong its life and head-off future maintenance. (I'm speaking from experience, having done a half-ass job of truing a wheel one too many times, then having the spokes start breaking and the rim crack...)