Is it possible to change the passphrase at Next? if so where?
No, you can create a new account with new passphrase and transfer your funds to it
After you create your account, you need to test with the new passphrase, to make sure you have access to the new NXT account.
Remember: passphrase is synonym for brain wallet.
I think the main advantages of having Next out of Poloniex is that the user can forge and the coins are safer.
And the brain wallet or passphrase are the safest password until now?
If you watch out for keyboard loggers ;)
Trojans - As with any password. But you can use account control for extra safety: https://nxtwiki.org/wiki/Account_Control
That seems something similar like using 2FA. I'd say it is multisig on blockchain
Can you use account control via mynxt online wallet?