Changing drive letters is not a problem in itself. But if your computer needs to run a file that’s written in that very drive, you might have an issue. It’s not just for any reason that Windows warns you before changing a drive letter. Generally, it’s not recommended to change drive letters unless that would help solve a specific issue. For example, if your Windows Explorer doesn’t recognize an external device under a certain driver, it’s okay to change its name. There are some drives you can change the letters of without consequences. For example, to a partition that has files you rarely use. Also, you can change an external drive’s letter without problems.