After world creation only options to the ini files can be changed. These are the options on the first page... temperature on/off, pop/cap, fullscreen, tilesets ect.
Everything else requires a new world to be generated. Also some of the tilesets change the ini's AND raws, and so will cause graphics glitches (like mushrooms in walls) if you do not regenerate the world.
This is not strictly true, you can
alter (i.e. edit) many things in the raws after worldgen, like what tile is used to display something.
You however can't
add things like creatures, reactions, and buildings to the raws after worldgen.
Also some parts of the raws can't be edited after worldgen, like which reactions a civilization has access to for example.
The GUI does not support making these kinds of changes to save files, just the raws that are used to generate new worlds.
Everything else requires a new world to be generated. Also some of the tilesets change the ini's AND raws, and so will cause graphics glitches (like mushrooms in walls) if you do not regenerate the world.
You can change the tileset of a save if you change the saves raws to those for the new tileset.
As long as non-graphics parts of the raws remain unchanged and no mistakes are made in the process of changing the raws you will not have any graphics glitches at all.
It is not easy to change the tileset of a modded fortress
though I have done it before but I don't recommend you try it unless you know how tilesets work and understand the mods you are using.
The Alpha version only has one tileset right now, more are planned for the future.
Using v1.9.5 if you know the settings you used to generate the raws in a save and you want the change its tileset you can
generate new raws using those settings but changing the tileset to a different one and replacing raws in the save with the new raws generated by the GUI.
Make sure you backup the raws for the save first though in case you don't get the GUI settings right the first time.