How has Nwoye changed and what has caused the changes?

This depends where in the novel you are referring to. Nwoye is sensitive and thoughtful, but he is also somewhat lazy and sulky. Okonkwo is harsh with the boy, fearing that he will become like Unoka. After the death of Ikemefuna, something breaks in Nwoye. Later, he converts to Christianity, in part to escape his father. His betrayal embitters and outrages Okonkwo. For Nwoye, his conversion was a good thing. He feels liberated from the repressive views of his father and Igbo culture. 

Well, everyone has to blossom into a prettier flower at one point in life. In this case, Nwoye has always been sensitive and somewhat lazy. However, with Okonkwo being around, Okonkwo does his best to make Nwoye into a "man" and not end up like his father. Throughout part one of the novel, Nwoye ends up growing attached to another character who is known as Ikemefuna. While they grow a bond together, Nwoye becomes closer with Ikemefuna and becomes a bigger part of his life. With Ikemefuna, Nwoye learns to do new things and grows. Eventually, Ikemefuna dies from Okonkwo and this triggers a difference in Nwoye. A huge difference where he is so broken, he ends up converting to Christianity. So just as I mentioned before, Nwoye blossoms and becomes different because of the loss of one of the most important people he has met.