I think that the most intense change in society that has been highilghted in the story is how Nnaemeka does not immediately adhere to his father's wishes. This change in society forms the crux of the antagonism that propels Okeke through most of the story. It also forms the basis for his outrage at what he considers to be the young, in general. The fact that Nnaemeka does not honor his father's wishes nor does he immediately desist in his marriage to Nene represents one of the major changes seen in the short story. Nnaemeka marries for love, telling his father that he cannot accept Okeke's choice of bride because he "does not love" the girl in question. It is here where Nnaemeka represents another change in Nigerian society, in that young people are shown to not marry out of devotion and expectation. They marry out of love.
At the same time, Nene represents a force of change, as well. Knowing that she is not accepted by her father- in- law, she does not shrivel up and wither. She does not assume the victimized daughter- in- law. Rather, she is independent and clearly strong in what she believes and in the life she makes with Nnaemeka. She is subject to some fairly intense and awful behavior from Okeke. From silent anger, to destroyed pictures, to harsh words and sentiments, Nene represents how there is a change in how women in Nigerian society see themselves and how they are seen.
In Lagos, there is the sentiment of how tribal beliefs and prejudices give way to modern acceptance. Consider Achebe' rendering of urban life over the tribal and rural condition of Okeke:
The prejudice against Nnaemeka’s marriage was not confined to his little village. In Lagos, especially among his people who worked there, it showed itself in a different way. Their women, when they met at their village meeting, were not hostile to Nene. Rather, they paid her such excessive deference as to make her feel she was not one of them. But as time went on, Nene gradually broke through some of this prejudice and even began to make friends among them. Slowly and grudgingly they began to admit that she kept her home much better than most of them.
This is another aspect of social change that Achebe depicts in his story. Lagos is a modern setting in which individuals from different tribal backgrounds and beliefs can come into a urban setting and interact in a homogeneous setting where one's tribe is not a barrier to social acceptance and achievement. In this, another element of social change is demonstrated.