God told Adam and Eve they would die because of their sin. He said nothing about going to a place to burn forever. Could you please tell me when he changed the punishment for sin and under what circumstances. Where can I find scripture to show when God changed it?

I don’t believe that the Lord ever changed the punishment for sin. I think that both the punishment for sin and the remedy for sin were in place before Adam and Eve ever showed up on this earth. For example, Revelation 13:8And all that dwell upon the earth shall worship him, whose names are not written in the book of life of the Lamb slain from the foundation of the world.
See All... says, “And all that dwell upon the earth shall worship him, whose names are not written in the book of life of the Lamb slain from the foundation of the world.”

God, in His foreknowledge, knew that Adam and Eve would disobey Him. Therefore, He instituted a plan to save fallen man before man was ever created. What a merciful God!

I think that it is important to note that a man doesn’t go to hell because he is a liar, a cheat, a thief, or a murderer. He goes to hell because he rejects or neglects God’s remedy for sin. That remedy is the sinless blood of the Lamb of God that was shed on the cross of Calvary. The reason why the Lord didn’t say anything about hell to Adam was because eating the fruit of the tree of knowledge of good and evil wasn’t going to send him to hell. It was Adam’s response to what God told him to do AFTER he sinned that determined his eternal destiny.

The classic example of this is found in Genesis 4. Both Cain and his brother Abel were sinners, but only one was in danger of going to hell and burning for ever (Jude 11-13). It was the one who rejected God’s plan for a bloody sacrifice. Abel’s sacrifice matched the will of God and pictured the Lamb slain from the foundation of the world. But Cain’s sacrifice came from the ground that had been cursed by God. Therefore, Abel is listed in the Hall of Faith in Hebrews 11, and Cain is listed in Jude with a bunch of sinners who had reservations in “the blackness of darkness for ever.”