With the recent LinkedIn security breach plus other sites such as eHarmony being breached, it is good practice to regularly refresh passwords.
In LinkedIn go to 1. Settings > 2. Account > 3. Change Password
If using a mobile device, browse to LinkedIn.com then select Full site at the bottom of the page then follow the process above.
Select a password that is a phrase made up of lower and upper case letters, numbers and symbols.
After changing, you can then check if your previous password was compromised here: https://lastpass.com/linkedin
It is also recommended that you routinely back up your LinkedIn Connections, as well as the content of your profile.
If you missed the LinkedIn news, check the following articles: