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 12/31 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, not after.