Some users want to change their mysql root password and users password.
To setup root password for mysql in first time, use the following command :
$ mysqladmin -u root password NEWPASSWORD
If you want to change existing root password, then use following command
$ mysqladmin -u root -p oldpassword newpassword
For Changing MySQL user password
eg: for changing password for user panayara
$ mysqladmin -u panayara -p oldpassword newpass