If you have two-step verification turned on, you will be asked to send a verification code to the trusted device associated with your Apple ID. If you are unable to receive messages at your trusted device, follow the guidelines for what to do if you can't sign in with two-step verification.
Click "Password and Security".
In the "Choose a new password" section, click Change Password.
Enter your old password, then enter a new password and confirm the new password. Click Save when done.