It really depends on the nature of the change you've made, but it's quite a complex set of things that you can do that *might* require a re-index. The system message you get when you change fields is over-cautious and asks you to re-index when you don't need to quite often, but it's quite hard to know when it's actually right.
Some simple rules - if you change the searcher on a field, or reduce the field's context, and the field already has some data in it, then yes, you absolutely need to reindex. The rest of the cases are more fuzzy
The advice it gives about making lots of changes and then doing a re-index when you've finished is good
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