It is not recommended to change initial piercing jewellery until your piercing is fully healed, unless the new piece of jewellery is sterile. Many piercings will require a change of jewellery during the healing period as the swelling of your piercing is reduced; however, this is a procedure to be carried out by your piercer at your piercing studio with full sterilized jewellery.
If you want to change the jewellery yourself, you will need to do this in accordance with the healing of your piercing - this time period can vary from person to person. There are two things to consider; the initial and full healing periods. The initial healing period is when the body creates a layer of skin between the raw piercing and the starter jewellery. The full healing period is when the new piercing has healed and developed a tough barrier of healthy skin between the piercing and the jewellery. When deciding how long to wait before changing your jewellery you have to remember that you don't want to reopen the wound. This will delay your healing process and require intense aftercare to prevent possible infection. When you change your jewellery you are going to irritate your new piercing no matter how gentle you are. The best option would be to wait until the piercing is no longer tender (you can play with your piercing without experiencing any discomfort). Use as much care and be as clean as possible when changing your jewellery for the first time.