Creality Ender 3 Max Neo help

Help I was trying to change the filament in my Ender 3 max neo and it appears to have gotten stuck in this black box with this blue light on. The first time I tried to load the filament I had trouble getting it to go through this box and out the other hole but eventually it did. However this time it appears to have disappeared inside the box (I guess it is coiling around inside) and there is some kind of internal gears gripping it so I can't just pull it back out. What exactly does this box do and what have I done wrong?