When is it Right to Change Your Circumstances?

I know we say ‘change your thoughts, not your circumstances’ – but we do also change circumstances like when we earn more money or whatever. I get caught up on this idea of not changing circumstances because surely we are trying to evolve. I am very frustrated with my career in its current form and I want to change the way I do what I do. I’m caught between thinking it’s good and right to change and move on and evolve – and thinking I should stick where I am and change my thinking…. I don’t know what to do.