Is it okay to switch from naproxen 500 mg to medrol (methylprednisolone) 4 mg dose pack in one day?

Yes but: These have different biologic actions even though both have anti-inflammatory actions. I presume you are taking either for muscle or joint aches. It is unusual to treat aches with Medrol (methylprednisolone) dospak but it will not likely do much harm either. If the pain does come back after Medrol (methylprednisolone), consult an orthopedic surgeon.