Do I need to do anything with my neo that is on the exchange as people are saying its forking or changing?
I don't think NEO is forking anytime soon.
There are proposals for upgrades to NEO
https://neonewstoday.com/development/neo-publish-upgrades-outline-for-3-0/ , but no mention of a fork.
Like it's been said may times before, best to keep you NEO (or any coin) in your own wallet, you will get your GAS whenever you want; I think Kucoin gives out GAS once day and Binance once a month.