Why does he use "they" instead of "we" here?
"They" here is referring to the "changes" mentioned just previously by the speaker. Normally, "it" would be used but "changes" is plural, so "they" is used instead. "We were confusing" doesn't make sense because the speaker is not stating that his family is confusing, but rather, the changes that they experienced were. Ex: Thanks for the apple pie you gave me the other day. It was delicious. (Apple pie - singular, it) Ex: The coach made some changes to the lineup. They were not received well. (Changes - plural, they)