Orsino's behavior certainly does appear to change when Viola not only discloses her love story about her "sister" but also when she has the audacity to reprimand him for continuing to futilely pursue Olivia. We certainly see change in his behavior when we observe him actually listening to both her story and her advice, even though he has refused to listen to anyone else's advice before.
There is certainly a great deal of evidence that Orsino, up until this moment, has never listened to any one. One example is in the very first scene. His servant Curio tries to distract him from his severe pining over Olivia by suggesting he go out hunting. Orsino's only response is to liken his own heart to a hunted deer, a deer being hunted by his own cruel emotions for Olivia. In addition, in Act 2, Scene 4, he even ignores Feste when he so boldly asserts Orsino's love is insincere and that he is fickle by stating, Orsino's "mind is a very opal," meaning easily changeable (II.iv.79-80).
In contrast to these examples, Orsino becomes very attentive when Viola as Cesario protests Orsino's continued pursuit of Olivia when she has rejected him, arguing that, despite what Orsino thinks, it possible for a woman to love a man as much as he thinks he loves Olivia. He even asks, "[W]hat's her history?," when Viola states, "My father had a daughter loved a man" (118, 115). He even continues to listen when she states that her "father's daughter" never proclaimed her love but silently endured her pain, "[s]miling at grief" (124). She even has the audacity to state that Orsino declares a great deal in his "vows" of love, but shows very little in his actions (127). Even after this audacious statement, he even continues to show he is listening by next asking her if her "sister" died of a broken heart.
Regardless, Orsino's change in behavior is actually momentary, and after engaging in listening to her, he demonstrates she has made him uncomfortable by so intimately talking about feelings and goes right back to showing her who is boss. He shows her who is boss by responding when she asks if she should return to Olivia, "Ay, that's the theme," meaning that that should be the only theme or subject of their conversation rather than a discussion of his actions and an account of how someone else dealt with love (132).