Saturday is the Jewish Sabbath. It is a commemoration of Creation and it is a part of the Old Covenant which was binding on the Jewish people (Israel). Christians believe that Jesus’ death and subsequent resurrection on Sunday marks the fulfillment of the Old Covenant and the inauguration of a New Covenant. Christians do not observe the Jewish Sabbath as they are not Jews and as they believe the Old Covenant has been fulfilled. Instead they observe Sunday as the Lord’s Day which is a commemoration of Jesus’ resurrection and the inauguration of the New Covenant which is binding on all people.

So Christians did not change the Sabbath. Instead they believe the Covenant of which the Sabbath was a part of was fulfilled (and it only applies to Jews). They celebrate Sunday as the Lord’s Day which is a day that commemorates the inauguration of a new and different Covenant which commenced with Jesus’ death and resurrection.

Here is an article on the topic from Catholic Answers.