I'm surprised no one has answered this in five hours.
'Changing Horses in Mid-stream' is an expression which covers changing one's methods in getting what one wants. For example, you might want to become a CEO of a company. You're inclination is to do so in, say, the field of
Aviation, but you realize the 'way to the top' is much quicker and more likely if you went into Banking.
Is it a good idea to change horses? Depends how much you think you'll enjoy the journey on the new mount, I'd say. Life is a journey not a destination. You need to be happier in that journey on the new horse, than on the old I'd guess. Otherwise why change?