This question refers to whether you changed your visa during the tax year that you are filling for. For example if you changed your visa type from F to J, from Tourist to F etc., this would be considered a visa change.
It is NOT considered a visa change if you simply renewed your visa.
If you have changed your visa after December 31 of the tax year you're filing for, this is also NOT going to be considered a visa change because for tax purposes it is important to list all the visas you had until the end of the tax year.