Changing login method is only applicable if your account was created through Social Accounts (e.g Facebook or Google)
Simply go to your Profile by clicking on your name on the top right hand side of the site:
In your Profile, under the account type simply click on the "Convert to email login" button. You will be redirected to the password reset page and will be asked if you'd like to disable the social login. Click on the Convert to Local Account button to proceed. Please note that changes will be permanent.