The change wallet address will just give you a different BTC address to send your BTC to. It won't do any harm, but there is no real benefit to doing it unless you want different transactions to be tracked on the bitcoin chain with different wallets. Most users have no reason to do this.
I'm not sure about destTag. Where do you see it? If possible, can you send a screenshot?
RE: [Newbie Guide] How to buy Steem