You can change the ability by using the Ability Capsule. This only works if the Pokémon has two regular abilities.
The Ability Capsule can only be used on a Pokémon that belongs to a species that has two standard Abilities. For example, it can be used to change a Pidgey's Ability from Keen Eye to Tangled Feet (or vice versa), but it cannot be used on a Pikachu (whose standard Ability is always Static). It also cannot be used to change a Pokémon to or from its species's Hidden Ability. The Ability Capsule also cannot change the Ability of Zygarde (between Aura Break and Power Construct) or Greninja (between Torrent and Battle Bond).
There is currently no way to change the nature of the Pokémon you have now. Once you catch/hatch/receive a Pokémon, it is assigned a nature, and it will have only that nature. There are a few ways to control the nature of the Pokémon you get, such as:
Having a Pokémon with the ability Synchronize and the nature you want in the first slot of your party, then encountering and catching the wild Pokémon
Breeding for the desired nature using the Everstone. If one of the parents is holding an everstone, it will always pass down its nature.
Soft resetting (this is really only useful for event Pokémon)