That's right, but I heard in a lecture on Bitcoin mining that in case a miner can't guess the needed nonce for too long it includes more transactions in the block(or excludes some of them) to change the Merkle root and to start guessing nonces for the new one. Is that info correct? And if yes then that's what I was asking about.
That's correct. Nonce are pretty limited since they are only essentially numbers that has a max limit of 4 bytes.
However, I suspect that it won't be the first data that they would change when the nonce is exhausted. The block header consists of merkle root, hash of last block, target, time stamp, version and nonce. Of them, the merkle root, timestamp and nonce are pretty variable. The miner would likely change the timestamp and the nonce first before trying to change the merkle root. The miners aren't fond of changing the merkle root first as it takes additional computing power.
Changing the merkle root doesn't mean that they will include/exclude any transactions. The miner can simply change the order of the transactions or extra nonce to change the witness commitment and the merkle root.