I change my thoughts really frequently. is something wrong with me mentally?

Perhaps: Random thinking can mean a number of things; stress, severe anxiety, mania or hypomania (just short of mania), or some type of thought disorder. If a ones thinking becomes scattered that may mean a more serious medical or mental problem is developing. This type of rapid, random nonsensical thinking can be medical or mental( bipolar disorder, psychotic depression or schizophrenia). Talk to your dr.

Need more details: What you describe could be many things and may be normal. A few other questions would need to be answered: is it new symptom? Is it interfering with your ability to function in your daily activities? Is it keeping you from sleeping? Please ask again with more details.

Thought: The fact that you ask make me suggest you talk to a counselor, friend, psychologist, priest. Is not that there is something wrong, is that sometimes a bit of help is beneficial.