If you want to change the main root FTP Account, then you need to change the password of your cPanel Account. However, if you're going to change the password of a specific FTP Account, you should follow this instruction.
Log into your cPanel account.
In the Files section, click on FTP Accounts Icon.
Under the FTP Accounts list, click on Change Password or use the Password Generator.
Now you can access your FTP user account with your new password.