Changeling is a keyword ability that appears on cards from the Lorwyn block. What it means is pretty straight forward, creatures with Changeling have all possible creature types. Technically speaking, what creature types are given changes as each new set of comes out and new creature types are created.

Keep in mind that this only applies to creature types, which are a subtype. It does not apply to supertypes, types of non-creature subtypes. For example, creatures with Changling are not artifacts. Artifact is a permanent type.

Something like Changeling originally appeared on Mistform Ultimus, however technically speaking Mistform Ultimus does not have Changeling.