No matter what device you are using for Apple ID, you must remember security questions that you have replied while creating security questions in Apple ID. Your device will ask these questions when you will change your password. However, if you wish to change the security question, you have option for that.
Open safari, go to appleid.apple.com, and then go to My Apple ID.
In the MY APPLE ID, pick option “Manage your Apple ID” and then sign-in using your Apple ID.
Now select the option that says “Password and Security” over the left side of the web page.
If you already picked up the security questions, then page will ask answers of those questions. You will ask to answer the question that you have mentioned earlier.
Pick the new security questions, with their answers, and click save.