How do I change the I2C address on the LCD backpack? The 20 x 4 LCD comes with a I2C backpack.  I know it has A0, A1, A2 to set the address, as shown at the bottom here:  https://tronixlabs.com.au/news/tutorial-serial-i2c-backpack-for-hd44780compatible-lcd-modules-with-arduino/

It points to here:  http://www.nxp.com/products/interface-and-connectivity/interface-and-system-management/i2c-bus-portfolio/i2c-general-purpose-i-o/remote-8-bit-i-o-expander-for-icbus-with-interrupt:PCF8574_74A

My unit shows up as 0x3F.  

And even with all this information I can't tell how to change it.

I need to have a second display on the same I2C bus.

Question:  How do I change the address of the second one?
As mentioned in the page you linked, jumper together one of the address jumpers. For example, above A0 are two pads. Solder a wire across them (vertically - between the two pads above A0). I am guessing the address is pulled high by a resistor, so that will probably make the new address 0x3E, but you could run the I2C scanner to check that.