As long as the nose piercing has fully healed before you change your nose piercing ring then changing the nose piercing should not hurt.
You might feel a bit of an odd feeling or a slight pain from the changing of the nose piercing but changing the nose piercing should not hurt much if at all.
When I first changed a nose piercing it hurt slightly but not much.
If the nose piercing is not fully healed then it could hurt when changing the nose piercing.
Or if you use a larger nose ring than the one you currently have then it might hurt more.
Just make sure you wait until the nose piercing has fully healed up before you change the nose ring to a new one and it should not hurt much or at all.