That depends on what you selected when creating the user, there is a toggle in the UI (and the corresponding PowerShell parameter) that disables the need for changing the password. If it was already set, what you can do as a workaround is to change the password again, assuming you know the value, and set the toggle off:
Set-MsolUserPassword -UserPrincipalName user@domain.com -NewPassword Parola123 -ForceChangePassword $false
