Is there any difference between the following?
A: We want to change.
B: We want change.
Is there any difference between the following?
A: We want to change.
B: We want change.
Both are grammatical, but they do not mean the same thing.
"We want to change" means the speaker wants to become a different person (to change their character, perhaps).
"We want change" means people expect changes to happen around them, like changing society, for example.
In sentence B, "change" is a noun and as the other posters explained, it would be understood to mean they are seeking some new turn of events in the outside world (although it could also refer to internal changes).
The first sentence focuses on the people who are doing the wanting and there is no reference to an external object.
It might be helpful to try the same sentences with another word which can be a verb or a noun such as "love":
A: We want to love. (who do you want to give your love to?)
B: We want love. (who do you want love from?/What kind of love do you want?)
You can always find other interpretations, but they will be less intuitive.
A. Suggests the need for the speaker to change. Whereas B. suggests that the speaker wants something or someone else to change.