Hi and welcome to the forum:
First and foremost, the answers we provide here are given not knowing your camera model, or your budget, which are very basic considerations for giving you the best advice, so some of these options may be out of your range
Assuming you are using a Canon Rebel or ##D model, for a general walk-around lens, I would definitely suggest the EF-S 18-135 IS USM or STM (the USM version is the newer, but they are both good lenses). That will cover most of your day-to-day stuff, is fast, quite silent and has good optics. Also, unlike many 18-55 lenses it can be focused manually while in AF mode.
Here are a couple of images of the same shot. The first is a JPG file straight out of camera, but reduced in file size to post here. The second is cropped severely to concentrate on the bird, which is a good test of the optical quality of the lens to tolerate that kind of reduction.
If you went that way, then the EF-S 55-250 would not be a great solution as there is too much overlap with the EF-S 18-135. It would be viable if your budget is very limited and you decide to keep the 18-55, through. That said, your range will still be somewhat limited for distance sports or very dim environments.
For sports, really much depends on what kind of sport, but if you have the 18-135 already by then, (which is not suitable for most distant sports like soccer or baseball), then much depends on the level of light you can expect. For dimmer environments, such as indoor or night sports (e.g. basketball), you will want a 'fast' lens (a lens that has a small f/stop number) - something like the EF 70-200 f/2.8L IS MkII or MkIII, or f/4L IS MkII versions. For field sports like soccer, football or baseball, then more reach again would be useful so, for example, one of the following:
Canon EF 70-300 f/4-5.6 MkII USM or L versions - however there is a lot of overlap at the short end with the 18-135 and it's not got the reach as the following units. Avoid the Canon EF 75-300 variants, they are not great lenses, they are cheap and you get what you pay for.
Canon EF 100-400 f/4-5.6L IS MkII lens - fabulous optic, but pricey
Sigma 100-400mm f/5-6.3 DG Contemporary - same range but cheaper and still decent optics , image stabilized
Sigma 150-600 Contemporary - great optic, huge focal range image stabilized
(Sigma makes lenses for many brands, so you need to make sure yours is for Canon EF mount)
With a combination of the 18-135 and one of the above lenses, you would have a focal range between 18 and up to 600mm in just two lenses. These all come in at different price points, so a lot depends on your budget, and for the longer lenses, what you are prepared to carry. Long telephoto zooms tend to weigh a bit.
As to your question about changing lenses. One of the big things is to avoid getting dust and moisture into the camera body itself - that can end up on the sensor, and really show in every image as dark blobs. So, the correct order of events is:
- Have the new lens to hand, with the rear lens cap loosely on, lying flat on a safe surface like your lap
- If you have not done so, put the front lens cap back on the lens currently attached to the camera
- If necessary, retract the lens on your camera to its shortest length - if the lens has an extension lock, engage it
- Turn off the camera - if the camera is on, the sensor has a charge, and attracts dust
- Face the camera body lens downwards (to avoid dust or rain falling into the body) and remove the existing lens to the same safe location, and switch the rear lens cap to the just-removed lens
- With the camera still pointing downwards, attach the new lens to the camera body, ensuring it securely clicks into place - this may require some practice in a controlled environment to get the red dots on the lens to align with the one on the body mount.
- Safely store the spare lens
- Turn the camera on ready to shoot.
