HOW DO I CHANGE MY PASSWORD ON thunderbird

Keep in mind that you to change your password for your email account, you must do it at your email provider's web site FIRST. Once you do that, you can change your saved password in Firefox to reflect the new password. Passwords are stored (in Windows) Thunderbird at menu item <Tools | Settings | Privacy & Security | Passwords | Saved Passwords>.

says I need to enter a PIN but as far as I know I've never set one

If you use Windows and you have the "Require device sign in to fill and manage passwords" option enabled, Try your Windows password or PIN.

A screen shot might clarify.