Make sure you are entering the correct password in the correct field. And make sure you know whether you are getting that message from eBay, or if you are getting it from your password manager.
I believe to change your eBay password you may need to enter the old password, then the new password twice.
If you do not know your current password, you can reset your password instead.
https://www.ebay.com/help/account/changing-account-settings/reset-password?id=4197
