In order to change your password, click on the “Change Password” button in Account Settings.
You will be prompted to enter your current password and a new password in order to complete the process.
Logged in via third-party app
If you have logged in by way of a third party application like Facebook, Gmail or Skydrive, you will not have a password. If you want to get one, you have to click on Register a password.
Once you have registered a password, you will then be able to change your password as described in the above step for registered accounts.