You can only reset your password through the web app. If you are using an iOS/Android/Windows app you must visit the website to reset your password.
Users who login via SSO must visit their SSO provider to reset their password.
Steps
On the login page enter your e-mail address and click Next.
On the password page click the Forgotten your password? link underneath the password box.
On the Reset your password page enter your e-mail address once again.
You should shortly receive an e-mail to the above address, which contains a link to create a new password.
If you do not receive an e-mail after a few minutes there can be a few reasons:
Your e-mail provider thinks it is spam - please check your Spam folder.
You entered an e-mail address that does not exist as a user - in this instance, no e-mail is sent.
You entered your e-mail address incorrectly - please try again.