To change the password you use to access the Joomla.com dashboard, go to Profile -> Change Details:
Then, click on Change Password in the Login Details section:
A new section will appear. Enter the current password you are using, a new password of your choice (it should be at least 6 characters long) and then repeat the new password:
Finally, click Save and from now on you can use the new password you just entered to access your account.