This protects you from being duped by any other players or scammers that may be in the game, on the message boards, or in other types of chat or instant message programs. Keeping your user name and password private will make it more difficult for someone to trick you into giving them your items, accessing your computer system, or stealing your identity.
You may have friends that you feel you can trust with sharing your account information. There have been many instances in which reported hacked accounts were found to be compromised by a player’s friend, roommate, or family member. Keeping your account information to yourself can save you the inconvenience of trying to recover your account back, and a headache.
The article on Account Sharing has more information.