If you want to change your password only:
Code:
ALTER USER user
IDENTIFIED password;
user is the name of the existing user and password is the new password which is to be specified.
For Ex.
ALTER USER scott
IDENTIFIED BY cat;
User Altered
If you want to create a new user with a new password, then:
Code:
CREATE USER user
IDENTIFIED BY password;
For using that user id You have to grant certain roles and privileges