How do I change security settings on Android?

Go to Settings > Security > Screen lock to choose a new option or change your code. Depending on your device, you may also have Face unlock or Fingerprint unlock as an option here.

Why can’t I disable my lock screen?

It is that which is blocking that screen lock setting. You should be able to turn off the lock screen security somewhere in Settings>Security>Screen Lock and then change it to none or just a simple slide to unlock or whatever you want.