Changelings are children of fae left in place of mortal children. Although mortal experts in mythology think this was done in order to refresh fae bloodlines or to grant fresh blood in human bloodlines, the motivations of fae who kidnap human children and leave their own behind really has to do with how fae can feed from the limitless potential of mortals to regenerate their powers. (See Shadowgate: Essentials rules regarding the recovery of Fate points for fae characters.)
Changelings often remember their fae heritage, leading them one day to abandon their human parents to return to the Fae Realm from which they came.
Because a changeling could be potentially any fae type, there are no general guidelines for their creation here. Rather, being a changeling is more of an aspect and background story for a fae character.