Enter the main device Settings, and from the My device page, choose Lock screen. Click on the Screen lock item to see the list of screen lock methods, and change it to whichever type you like (perhaps Swipe or None). You'll have to enter the existing password (or PIN) to make the change.
If you're using your phone to connect to a corporate Exchange server, or similar, then a security policy on the device might force you to have a password (or possibly a PIN, depending on the policy). In that case, you'll have to speak to your network administrator to get the policy removed before you can remove the password.