There are a number of different bits of gear a horse can wear during a race.
These include but are not limited to blinkers, winkers, a tongue tie, a nose roll, and a lugging bit.
A gear change means when one of these bits of apparel are changed, removed or added from one race to the next, with the purpose of attempting to improve the horse's performance.
"Big Kev reckons Waller's horse is a special here, because of the gear change. Blinkers are going on for the first time."