Hello,
To change your recovery email you’ll need to open your account security details.
https://account.microsoft.com/security
After getting into security go to “Advanced Security Options” in there you’ll find your recovery addresses and phone numbers.
Here’s a youtube video you can follow as a guide. Skip to the 1:10 minute mark to get to the part where they show how to get into the security page.
What Is My Microsoft Account Recovery Email? - YouTube
Hope this helps,
JC