Elegoo has a Nozzle Replacement Video that demonstrates the proper process that carefully avoids potential causes of damage.

Generally nozzles are changed when worn. Clogged nozzle can normally be heater to a higher temp and flushed. When the flow ratio needs adjusted further downwards is an indicator the nozzle is wearing. It also could be changed after repeated printing with highly abrasive materials such as metal filled, glow in the dark, glass, ceramic and excessive amounts of white filament (lots of titanium.) A worn nozzle can stillbe printed with if you recalibrate flow ratio and adjust line widths.