I am just getting into bitcoin and did a small purchase with a certain address. However, after purchasing with an address I accidentally changed the address.
You mean after you purchase bitcoin and receive it on your wallet, your wallet address changed? if that so then there's nothing to worry about it since it just normal and for sure you are using an HD wallet.
It is still the same wallet, but with a different address. Does this mean I will not receive my money?
You can use the same address you used on your first transaction OR you can use the address that will generate on your wallet instead, you will still receive bitcoin using those addresses, as stated above it only maintain the anonymity but it's not really anonymous at all.