The great change that takes place in Nora is a development of identity. Nora begins the play as a person without her own opinions. She ends the play as a person dedicated to defining herself as an individual, willing to make great sacrifices to do so.
Nora's husband, Torvald, provides Nora with her only definition early in the play, characterizing her as a "singing lark", a "little squirrel" and otherwise diminutive and without agency.
She is viewed as an object, a toy, a child, but never an equal.
This uneven relationship is never more clear than in the scene when Nora prepares for the dance and preens for Torvald, manipulating him, and being characterized diminutive by him throughout.
The actions Nora takes throughout the play (until the very end) are kept secret. She sneaks cookies. She secretly takes a loan and suffers Krogstad's blackmail. These actions, as secrets, cannot actively define Nora or build an identity for her.
After being disappointed by Torvald's reaction to the news of Krogstad's blackmail, Nora finally comes to realize that she has no identity of her own. Torvald berates and belittles her instead of fulfilling her vision of him as noble and loving.
Nora is little more than a child playing a role; she is a "doll" occupying a doll's house, a child who has exchanged a father for a husband without changing or maturing in any way.
The hope that Nora has invested in Torvald gives way to the realization that he does not respect her and that, perhaps, she is not enough of a person to deserve respect.
When Nora finally gives up her dream for a miracle and, instead, accepts the reality of her husband's failings, she finally takes her first steps toward maturity.
Nora's change receives quite a bit of commentary in the last scene of the play. Her realization is fully articulated, as is her plight in marriage with Torvald (a complete lack of identity of her own).
She is willing to give up her children, ultimately, so that she can cease to be a child herself and learn to develop her own ideas and opinions.