There are lots of ways you can go about changing you Profile Picture. The easiest is to go to your Timeline (the Feed in your Profile Page). If you click in the center of your current Profile Picture, you'll get redirected to a new page.
From here, you can choose to upload a new image or choose one to use from the ones you've already uploaded.
From this same page you can choose to edit the current image you have, or delete it altogether.