Help with permalinks..

Very new to WP, installed a new theme and started building the site, I got my navigation links to work, but they link to : domain.com/page_id=18 for example.

Just descovered the permalink page to change but wondering if trying to change now will work?? or really mess things up? and what process do I need to follow to change all?

Help?
Just want to read domain.com/about for example..