To access your settings page you must be logged in. On the upper right corner of the site you'll see your profile picture and your name. Mouse over your name to see more options:
Click on the "account settings" link to open your settings page. Then choose the Password link in your settings menu:
On this page you can change your current password. Just fill in your current password and the new one and click the pink "save changes" button.
The next time you log in to the site you'll have to use the new password. Your old password will stop working.