I changed the temperature setting on my hot water heater without turning the power off first. Is this going to cause a problem for me?

No. Since you mentioned "power" I will assume it is electric. Be careful, that is 240 volts there!

My question is WHY you are changing it? What kind of system do you have? Electric, gas? You can review these videos for knowledge and insights, but since you have done it already and didn't shock yourself consider yourself lucky depending on what kind of thermostat your hot water heater has.

https://www.bing.com/videos/search?q=how+to+change+temperature+on+water+heater&docid=608045445245831835&mid=E346F577A935BA973EFBE346F577A935BA973EFB&view=detail&FORM=VIREHT

My rule of thumb, anytime you have a screw to adjust make sure there is no power to the unit. If your water heater has a knob for temperature adjustment then no safety issue.

So why did you adjust the temperature on your water heater? Up, or down?

I usually turn mine down in summer. This year I forgot. In winter, heat is quickly lost from the basement to the faucets, so I keep it a bit higher.

lenoirleon,
Perhaps. Tank type water heaters should have a minimum thermostat setting of 135 degrees Fahrenheit; this temp setting will prevent the growth of Legionella bacteria. An approved thermostatic tempering valve should be installed on the outlet piping and set to prevent scalding water from reaching fixtures & faucets in residential properties...