So I saw on a couple other posts people having issues with the CD Changer. I purchased the car with no cassette. Got one on ebay for $35. Worked for about three weeks, then I got an error, "No CD" I ejected the cartridge a couple times. and it did not go away. So, I read in one thread that someone took theirs apart and found a "bound" gear. So I figured, it was messed up already, I can't do any worse. I have attached pics to assist in the story.

1. You are going to need either a deep barrel 10MM socket and long extension or a Torx set to get the cd changer out.
2. Make sure you have the CD cassette out before you unplug.
3. Pick your poison. 4 X 10 MM bolts or 8 X 15 Torx screws. I went with the screw method... I think I'll regret that when I go to put it back in...
4. Unplug the two cords. The wide one has 2 fiber optic connectors. It has a clip. Don't break it! the skinny one just pulls out.
5. Get your tiny Phillips Screw driver. The four main screws are on there really tight. I had to use pliers. make sure you push down on the screw so you don't mess up the head.
6. Take off the corner pieces. pull the screw, press the tab and pry up on the outer housing.
7. Pry the face off.
8. remove the box on the back. Don't disconnect the ribbon connector. Those are a bear to get back in there.
9. take the outer housing off. It takes a little flexing of the bottom to bet around the rubber shock absorbers.
10. remove the 2 springs on the sides. Slide the adjustable piece backwards, and the slider can be removed from the inner housing.
11. remove the 4 rubber shock absorbers. The just pop off. The inner housing floats on these rubber shock absorbers and is held in place by the springs from step 10.
12. look at the bottom of the inner housing. You will see four motors.
Motor 1 - moves the inner cd player up and down according to disc selection. You can turn that gray gear. It is hard to turn, but turn it until the inner cd player is all the way down. Going back up is harder. I had to use a paper towel on the gray gear so I could do it...
Motor 2 - Don't bother with that one. it is one that spins the CD.
Motor 3 - moves the laser back and forth. don't bother with this one either.
Motor 4 - This is your suspect! Notice the gear directly connected to the motor. It is held in place by a tiny screw. The I drew some arrows and numbers on the pics. They are small on the picture. you will have to open the attachments...
13. Remove the screw and pull out the gear. Notice it should be greased, and that gear connects to a hex dive interface. This goes through to the top and operates the hook that pulls the cd's into the player.
14. With the gear out. look at the top of the player. See the big gear? take your tiny screw driver and pull it along. It should move freely. watch as the arm is pulled in and out. Also notice the CD cassette locking mechanism, the top of the player goes up and down, and you can see a toggle that pushes a switch to tell the controller when to stop at each end of the hooks operation. Make sure the Hook is left in the "pushed out" or no cd's in the player position.
15. Inspect the gear then reinstall the gear. You will not be able to turn the big gear on top any more. but you can turn the motor's gear and very slowly operate all the hooks mechanisms. Add grease if you think it needs it.
16.put the cd player back in the lower housing and replace the rubber shock absorbers.
17. trouble shoot - plug the player back in and slide the cassette in. Press the eject button, the player will reset each of the motors to position everything correctly. Slide the cassette back in. Turn the key on the car to power the radio. Select CD. Hopefully it has started playing. Shuffle the CD's.
18. If convinced the problem is solved, then go ahead and put it back together and run with it!

I had a Pioneer CD component for a home system. It had a 6 disc cassette. It was given to me not working. I did a similar set of steps with that one, and it kept working for over 10 years with no further issues.

Just remember, it is already not working. You are not out anything if you damage something inside!