It's always super exciting to change your new piercing for the first time, and of course you want to know how long it is going to take to heal. The answer is this varies depending on where the piercing is, and from person to person as some peoples bodies just heal faster than others. In general cartilage piercings like the helix or conch take a lot longer to healer than straight flesh like the ear lobe or lip.
These are some average healing times for piercings:
Ear lobe: 2-3 months
Cartilage (including conch, helix, tragus): 6-12 months
Nose: 6-12 months
Lip: 4-6 months
You may be fortunate and find yours heals super quickly, but equally it could take much longer than these times. Speaking from personal experience, my lip piercing was healed in a couple of months and never hurt, but my conch piercing took at least 2 years to be able to sleep on it, and my helix piercings still are not totally healed after 2.5 years.
If you do try to change the jewellery before it's healed, it can not only be very painful but set back the healing time. It's really key to leave it alone if there's any pain at all, unless it is actually the jewellery causing the problem. Most new piercings are done with titanium or surgical steel which you shouldn't be allergic too, however because piercings have to be done with a longer length of bar due to the swelling that initially happens, you may find after a while that the bar is too long and catches on clothing or hair. This in itself is going to severely aggravate your piercing so potentially you might need to change it early for that reason.
You will know when you piercing is healed as sufficient time will have passed, it will have no swelling or redness, there won't be any discharge, and importantly there won't be any pain or unpleasant feeling when you touch or move the piercing.
In order to speed along the healing of your piercing you can follow these tips:
Try not to sleep on the piercing.
Avoid touching it, and make sure you wash your hands if you do need to touch it.
Use saline solution to clean off any discharge each day using clean paper towel or cotton wool bud.
If your piercing takes a knock at any point, or is aggravated by sleeping on it etc, it's likely to become painful and inflamed. My top tip for this is to actually fill a small bowl with warm saline solution and soak the piercing twice a day for 5-10 minutes. This may be boring but I've always found it the best way to reduce the swelling and get the piercing healing again.
You can buy saline solution, but it is easily made at home -just mix a cup of warm boiled water with 1/4 teaspoon of sea salt and stir to dissolve.
Cartilage piercings can also start to develop a hard lump next to them. This should again be reduced by soaking, or I have also found that using tea tree oil on the lump can gradually kill that skin and the lump will gradually start to peel off.
I hope this answers some of your questions and help you get your piercing healed!