You need to do the following steps for the jmx-console and the web-console

First:
Check the name of the security-domain in the following file
JBOSS_HOME/server/[your-server]/deploy/jmx-console.war/WEB-INFjboss-web.xml (jmx-console)
JBOSS_HOME/server/[your-server]/deploy/management/web-console.war/WEB-INF/jboss-web.xml (web-console)

The value of the security-domain is for example ?java:/jass/jmx-console?

Second:
Check the corresponding application-policy entry in the following file
JBOSS_HOME/server/[your-server]/conf/login-config.xml

You should find the name of the properties file where the user-id and pw are stored in the tag "userProperties" and "roleProperties"

E.g.

 <application-policy name = "jmx-console">
 <authentication>
 <login-module code="org.jboss.security.auth.spi.UsersRolesLoginModule"
 flag = "required">
 <module-option name="usersProperties">jmx-console-users.properties</module-option>
 <module-option name="rolesProperties">jmx-console-roles.properties</module-option>
 </login-module>
 </authentication>
 </application-policy>

Third:
Change the User-ID and Password in the properties files.
Should be located in the following directory:
JBOSS_HOME/server/[your-server]/conf/

Attention:
Default the web-security definitions are commented.
If this is the case you need to un-comment the security definition in the web.xml, jboss-web.xml and login-config.xml file

If you not find the user-properties file you need to create it in the server/[your-server]/conf directory. A sampe you can find in the /server/default/conf directory (user.properties & roles.properties)