When TrueNAS boots up, in the console i see 9 different option, including “Change local administrator password”, wich is a bit worrying. Does it mean, that anybody, who have physical access to the server can so easily reset admin’s password and make some bad actions? Or do i miss something?
Yes, it does. If they have physical access to your server, there are all kinds of things an attacker can do, regardless of whether they have a password. Security includes, but is not limited to, physical security of your server. But if you’d like to disable that console menu, the setting is here:
Be sure to keep a copy of your configuration file somewhere safe, if something happens later that prevents you from logging in. Especially if you encrypt your data with keybased encryption