So everytime that I am going to receive crypto from other address means that my BTC address from receive tab will be automatically changed?
Yes.
Example: You go to the Receive tab to get your address (A). After you receive a transaction to this address and go to the Receive tab again, you will see a different address (B).
How about if I have three transactions from same address? Will I be able to receive the second and third transaction from my address or not?
Like I said above, every one of your addresses will be valid forever and you can receive coins on every one of them as many times as you want (regardless of whether you see it or not in the Receive tab). You can also go to "View" -> "Show Addresses" to enable the Addresses tab, where you can see every address from your wallet. All of them will be valid forever.
Is it a must to always change my address?
This increases your privacy and has no downsides (IMO).