Simple answer: Change addresses only apply to native mode. It is an address that receives the left over amount of a specific unspent input. This amount is sent to a new address generated and stored in the wallet.dat.
Complex answer: An output in a transaction which returns Komodoshis to the spender, thus creating the "change" of a utxo. Similar to when you walk into a store and you buy a 10 cent gum with a dollar. You receive change.
Warning: Always backup your wallet.dat when you generate a new change address