I had changed my password using the command line. Maybe the GUI tool would automatically update the keyring password, as well. (I have my doubts.)
A little googling turned up slightly outdated information. So, for posterity. One uses Seahorse which turns up as the "Passwords and Keys" application under Fedora. Just search for "seahorse":
Once you do, though, there is no obvious way to change the keyring password as this is the view first presented:
The trick is to go to the View menu, and check on "By keyring".
A left sidebar pops up showing you the three keyrings available: Passwords, PGP Keys, and Secure Shell. The Login keyring under Passwords should have a lock icon next to it:
Right click on "Login keyring", and select "Change Password", then change it to be the same as your login password. The next time you log in (even with KDE), the Login keyring will be unlocked.