Open the Settings app
Tap your Apple ID name at the top
Tap Personal Information
Tap Addresses
Select the address you want to change
Edit the address details
Tap Save
If you mean your Apple ID billing address, go to Settings
Tap your Apple ID name
Tap Payment & Shipping
Tap the address and update it
Tap Save
If you mean your Maps or Contacts address, open the relevant app
Edit the address in the contact or location details
Save the changes