Why does the address change after each transaction?

Could you please help me understand these observations relating to the Bitcoin transaction?

I've set up a brand new wallet from which I sent 0.0246 BTC (well a little more, but after deducting fees, that's the amount shown in my wallet). So, it looks like that.

(List of other addresses here) => 14xEotnA ... 0.0246 BTC

The one on the right is my wallet.

Then I sent 0.0125 BTC to a friend and here is what I see:

(My address) => 1PkhkZ ... 0.0125
1MRQY ... 0.0119056 BTC

So, this second bit shows how much remains in my wallet, but the wallet's address is now a totally different string?