Password

If it only stated you could, I wouldn't use that screen to change your password. If you want to change your password, I would ignore the popup screen and use the steps in the article below. You initiate the change instead of following a popup on the screen.

Apple ID Password Change.      

 What to do after you change your Apple ID or password - Apple Support     I suggest doing this before you change your Apple ID or password.

More information would help. What are/were you doing when you were told you needed to change your password?