I would only change it once and not waste the fluid to change it a second time. You will see that the fluid in there is real dark and most will be new clean fluid. Your filter is what holds the dirt and particles.
As to comments about dislodging particles in the transmission, you will find that the transmission walls are all clean when you open it up and drain it. The fluid actually washes the inside of the case and nothing really sticks to it. This comment is from assumption and not true experience.
When changing your filter, make sure the filter seal comes out with the filter. If it remains in the transmission hole, pull it out with a screwdriver or seal hook. The filter seal is a ring that is on the neck of the new filter.