Wrong mailing address

How do you change your mailing address?

Do you mean your billing addres?

If so, -> Sign in to your Apple ID account page and edit / update your Apple ID details.

https://appleid.apple.com

-> edit your billing addres.

OR: 

To change the billing address you can do (macOS & Windows OS) via iTunes

Start Music -> Click on iTunes -> side bar click iTunes Store -> go to Account (top bar) -> View Account -> Sign in -> Apple ID Summary -> Billing Address -> Edit.

OR: 

(iPhone & iPad) Go to -> Settings -> tap your Profile -> Payment and shipping -> Change Address.

Edit the Address -> tap Done.

I had that same problem. Deleted old address from billing, email and all but it still popped up sometimes. Finally I found the last place where my old email was stored. In Contacts it still was listed as my work address. Deleted it and somehow all works fine now.