The first changes occur as soon as the revolution has happened, in Chapter 2. As soon as the animals are sure that the people have gone away, they go around destroying things that are connected to the people and the way the people used to oppress them. They destroy things like nosebags and bits and all of the things people used for controlling the animals. So I suppose you could say these are the first things they change.
The first thing that Napoleon takes a more direct hand in, that we know of, is changing the name of the farm from Manor Farm to Animal Farm.