It is a good idea to change your password from time to time. To do so log in to phpList admin on your site, click setup from the main page, then change admin password.
It is also a very good idea to use the same page to change your user name from admin to something more personal! I've just checked my phpList installations eventlogs and found that in most of them, there are been a series of attempts to login from IP's I don't recognise.
Just having run these through a "What's My IP", they come up as Bangalore, India using admin, listadmin, and the name of the site as usernames! I've no idea what passwords they tried, but phplist certainly wouldn't work as that was changed the first day I used phpList.
So, get your password changed regularly, and do consider changing the username too for added security.