CiviMail - How do I change the sender email account?
The drop-down for the 'from' (sender) email address is on the first page of the mailing screen which is called the 'Define Mailing' screen. The drop-down is appropriately named 'From' with an asterisk by it to denote that it's mandatory. It's likely that you need to look at the 'from' email address table (Administer/CiviMail/From Email Addresses) and check what the default is.  This assumes you're using 4.6 or greater.