Pretty small. They are clipped on in 3 places, upper left, bottom left and on the right.
Just slide a thin card under and they pop off, clipping them back is a little more tricky, but not too hard. Patience is the key (no pun intended).
You don't say which Mac this has happened on, so which keyboard, but look on youtube, there are a few videos showing how to do it.
Edit: Brent hit you with a good link while I was typing!