From Lexicanum

The Changeling is a horror Daemon of Tzeentch who has the ability to assume the shape of any creature to use for trickery, to sow mistrust and confusion, and while not in battle to play practical jokes on the unwary.¹

The Changeling has altered so many times that even he has forgotten his original appearance. Only the God Tzeentch remembers it, and keeps it secret as a means of controlling the Changeling.¹

Sources

• ¹: Codex: Chaos Daemons (4th Edition), p.54