A "venue change" is the moving of the date from one location to a distinctly different location. If you are on a coffee date with a girl and decide to take her with you on a walk through the park, this is a venue change. The pick-up community believes that a venue change can create the feeling of having gone on multiple dates even though the venues visited are on one continuous date.
Jack: Sally says she won't kiss anybody until the third date.
John: That's funny, because I kissed her at the end of our first date.
John: I took her to three different places --a coffee shop, the pet shop, and to a restaurant --all in one date. The date was one huge venue change.