Alternative to SQL Server Management Studio and Azure Data Studio to initially change my password
mssql-cli is a command-line tool, available for Mac, Linux and Windows. See https://github.com/dbcli/mssql-cli/tree/master/doc/installation. 

It isn't clear, however, if you can't login in the first place. If you can, then just change the password using ALTER LOGIN. If you can't, then you rely on the tool in question to (using any of the SQL Server APIs) to allow you to set a new password. SQLCMD (another command line tool, Win lony) for instance has command-line options for this. mssql-cli doesn't seem to have such options, at this point in time.