Neither is incorrect, they just have slightly different meanings, and the same rules apply whether you're talking about razor blades or trains or planes - there's nothing weird happening. If you want to say "How do I change a razor blade?" there's nothing wrong with that. You're just speaking a bit more theoretically, because you may be asking for future reference, so you can change blades on another day or help someone else change blades another time, or you may wish to do it now - you're just asking how it can be done - you're not specifying which blade needs changing or when. Meanwhile, if you say "How do I change razor blades?" you're still not making it certain that you need to do it immediately, but there is a stronger implication of this. In a YouTube video explaining how it can be done, neither phrase would be much more common than the other. But if you need help doing it immediately, then you would usually use the "change razor blades" structure to imply immediacy better, but some people would still use the other construct to be less direct and extra-ordinarily polite, to avoid embarrassing the questioned person in case they don't know the answer. This is a very posh way of speaking - it's not incorrect by any means, it's just a rare application.

I think the other Dan pretty well coered it. You want to remember CHANGE is being used very differently in these two situations. The average person has the ability/authority, etc. to remove a razor blade and replace it with another razor blade. This is not true of airplanes. So, 'change a plane,' sounds like a phrase that might be used by an airline executive, air traffic controller, etc.