They both mean the same thing, but 'change' is less specific or less technical. 'You need to change' means 'you need to modify your behavior', for example. 'to change' also means 'to switch', as in 'change the record/track'. Essentially, 'change' can almost always replace 'modify' but 'modify' cannot easily be substituted for 'change'. Do you have any specific phrases in mind that confuse you?

When an object was changed then there is necessarily a difference between the current and previous state of the object. When it was modified it doesn't imply that object has different properties. For example, you draw something on a whiteboard and erase it. There was a modification but nothing was changed.

Really , I think you could lose your focus if you concern yourself too much over the small difference in this two words. Just my way of looking at it. I could change my idea if I modified my way of thinking .

To change is to make the form, nature, content, future course, etc., of (something) different from what it is or from what it would be if left alone. To modify is to change somewhat the form or qualities of; alter partially; amend.

modify sth. = change sth slightly, usually in order to improve it.