How do I theme user reset password page?
Wooha! I found the answer myself. These are the template file names which can be overridden to theme the pages.

page--user--reset.tpl.php
- To theme the reset password page when you will receive this of reset password URL in the email. /user/reset/2289/1545342420/zrmQkJAN9whwgu2xbKCW0KbIKigx7AsUgSo88UKr1c4

page--user--login.tpl.php
- To reset the user login page.

page--user--pass.tpl.php
- To theme the user password page when user enters the email address to recover the password.

See this for more information as well.
https://www.drupal.org/node/350634