This is an interesting question, because it is possible to argue that Pip's expectations have not actually "changed" at all, in the sense that all of the foreshadowing that Dickens has carefully planted has come to fruition, and we see that the association with crime and with illegal activity that has accompanied Pip's life from the opening chapter, when he is forced to steal for Magwitch, comes full circle and he realises that his "great expectations" are based on nothing more than dirty money emerging from a convict.
However, on the other hand, Pip has believed that his great expectations are thanks to Miss Havisham, and that part of those expectations involves a happily-ever-after marriage to Estella. With the realisation that his wealth has a very different source, poor Pip is left to realise that his hopes and dreams of being intended for Estella are vanished, as his response the following morning shows:
When I awoke without having parted in my sleep with the perception of my wretchedness, the clocks of the Eastward churches were striking five, the candles were wasted out, the fire was dead, and the wind and rain intensified the thick black darkness.
This revelation has signalled both to Pip and to the unobservant reader (if they haven't already realised) that this will not be the fairy tale that Pip thinks it will be, but rather a somewhat more warped reality which plunges Pip into darkness as he realises the truth about the source of his expectations and where that leaves him. Note the pathetic fallacy in this quote: the weather mirrors the feelings that Pip himself is experiencing.