To change your password use your TUMonline account and choose the link "Change Password".
One cannot stress to often, that you should keep your password secret. Under no circumstance whatsoever you are allowed to give your password to somebody else. The owner of your loginname and password could read your mails, access and delete your files, register or deregister you for exams and so on.
Be aware at which systems you enter your password. In doubt, ask IT Support whether a system is a legal system of TUM. Change your password regularly. Choose "secure" - that is long and difficult to guess - passwords.