If you did not file yet, click the Personal tab to exit the filing interview, then click File to start the filing interview over again.
If you already transmitted your return, you will likely need to call your state income tax office, look for their web site to get information and a number. States may have different policies and we can't look up all 50 of them for you.
If it was the IRS, they provide a phone number to cancel direct deposit and mail a paper check to the address on your return, but the IRS will not change the account number (to prevent fraud by being tricked into depositing the refund to someone else's account).