If I could change history, I might. The Native Americans would have their own nation state, the Romans would still be around but back to the Republic form that's more secular and democratic, Greeks would still be a power, Islam would be crushed in it's infancy, same with Christianity, convince Kurt Cobain not to kill himself, fuck Cleopatra before Marc Antony can, etc.
If you changed the past, it would tear the space and time continium and possibly lead to you never being born in the future. But if you were never born, how did you travel back in time and changed history? It would lead to this paradox and the world would blow up because of all the mind-fuckery.