if you change the amplitude, of a sound wave, you change its ....

Q: If you change the amplitude of a sound wave, what do you change?
A: If you change the amplitude of a sound wave, you change its power and intensity. You also change its perceived loudness. In more general terms, you are changing the energy content of a sound wave when you change its amplitude. The amplitude of a sound is a measure of the change in pressure (force over a given area) that it exerts on the air through which it passes. 
The power of a sound is its amplitude over a given period of time. Power, like electrical power, is expressed in Watts, which is equal to 1 Newton of force per second. An increase in amplitude therefore causes a corresponding increase in power.
Sound is a 3D phenomenon. It radiates in a sphere from the source that creates it (like a speaker, human voice, airplane, or musical instrument). The power of a sound is the total force exerted by this sphere. Intensity is the power (as defined above) of the sound divided by a square unit area (usually per square meter). Intensity is usually measured in decibels (dB). This is a logarithmic measure because both power and intensity are proportional to the square of the sound's amplitude. That is, doubling the amplitude of a sound will actually quadruple the sound's power and intensity. Therefore, decibels, a logarithmic scale, are used to make the units on the measurement of intensity smaller and more tractable.
In psychological terms (that is, the way that we actually hear sound), changing the amplitude of a sound wave will also change its perceived loudness. Loudness is a function of a sound's intensity and is also measured in decibels (dB). Depending on the loudness of the sound as a function of this change in amplitude, it can vary from being impossible to hear to causing pain and, eventually, hearing loss.