Changing universities is possible and is allowed in the American system of education. You may want to change your university for a number of reasons:

1. You were earlier not given financial assistance in any university, so you took up the best available, but now you have been offered financial assistance by a university that you would like to go to
2. After you have joined the university you may find that it is not exactly what you wanted – a faculty member who you thought would be teaching is on an assignment elsewhere or the course that you had wanted to study has been changed for some reason and so on
3. You had to take admission to a low-grade university since your GRE/GMAT scores were not good, but now you have done well in the first semester and on the strength of your improved academic performance, you want to transfer credits to another university.

Change universities for any of these reasons is quite acceptable to and you can change universities at any time but, this is normally done after the first or second semester. Also keep in mind that there are some potential problems that you should be aware of: because of the differences between one university and another, your new university may not accept all your credits and may ask you to take some extra credits.