1. Restore the classic Start menu
2. Open up the Control Panel
3. The field User Accounts and Family Safety has a direct link to Add or remove user accounts, click on it
4. Select your user account (double-click on it)
5. Next, click on the link Change password:
You can now enter your new password.
As you can see Windows 8 makes it very easy to change your user account password. This might change in the final Windows 8 version, so check back for an updated tutorial.