If you want to change your own user's password on the Terminal Server, follow the steps below:
1. Login to the Terminal Server with your old password.
2. Once you were logged in to the terminal, click on the key board on "Ctrl"+"Alt"+"End":
3. Click on "Change Password":
4. You will be asked to enter your old password and the new one (2 times):
5. Try to login with your new password.