Depends on brand and model. Please specify.
The basic steps are (may vary according to the model)
1. Log in to the IP address (by typing at the address bar of your router) by using an internet browser (Usually but not always 192.168.1.1)
2. Log in with the username and password (Usually bu not always Username: Admin, Password: Admin or sometimes even blank
3. Once you are successful, the dashboard of your router will appear and study the options available and check where you can change the password.
4. Save your settings then exit.