I mentioned the Regional Server roll bar in your other thread, which is the most likely explanation for your symptoms.
To address the separate question of intentionally changing your password:
- You need to already have an account on one of the regional servers
- Logout, but be sure you've still in the same region.
- Click on "Forgot Password"
- A message will be sent to the email account that you're using for that region
- A link in that message will allow you to assign a new password to your game account.
Note that changing your password for your FORUM account is a separate process, and you can change your forum password (they can and probably should be different) in your forum profile, although you do have to match your ingame identity when you first register on the forums.