As already stated, the From: header proves nothing, it i just a line of text inserted into the email. The Received: headers will show where it was actually sent from, if these include your ISP's mail server, you may have cause for concern.
As for changing your password, don't even think about it, just do it. If you even suspect that any password has been compromised you should change it. This applies tenfold to your email password, as gaining that enables someone to get hold of all your other passwords.
"Insanity: doing the same thing over and over again and expecting different results." (Albert Einstein)