You can totally change your shipping address. Once the project funding has ended, we will send out an email asking for your preferred mailing address. Here's the info from the Kickstarter website:
"Once your project is successfully funded, you can create surveys (from your Backer Report) to request any info you need to deliver backers’ rewards, such as their mailing address or other details. Don’t worry about gathering your backers' info before then! If backers are curious, please let them know that you’ll follow up when you're ready to deliver their rewards."