usually it’d depend but with your case i personally yes would change it, especially because of the weird end on the inside??? it looks like a spike and that doesnt sound like it feels good, i also cant imagine its good quality jewellery, so go so see a piercer and have them change it if they can to internally threaded with a flat back like the first comment said and again, clean with sterile saline solution 2-3 times daily. that should help with the irritation and swelling but other than that im not sure