Ignatius, who had learned at the feet of the Apostles personally and who had been hand-picked by Peter to succeed Evodius after the latter's death, writes:
"If, therefore, those who were brought up in the ancient order of things have come to the possession of a new hope, no longer observing the Sabbath, but living in the observance of the Lord's Day, on which also our life has sprung up again by Him and by His death — whom some deny, by which mystery we have obtained faith, and therefore endure, that we may be found the disciples of Jesus Christ, our only Master" - St. Ignatius, Epistle to the Magnesians, c. 107 AD
From a Lutheran perspective we'd describe the above as a kind of in statu confessionis, being in a state of confession. Under ordinary circumstances the observation of the Sabbath for Jewish Christians wouldn't be a problem; but given the heresies of the various Judaizing sects, it would be necessary to make a stand of faith against false teaching. Ignatius, following in the footsteps of the Apostles, calls for Christians to be bold in their faith, and not be lured into the false religion of the Judaizing heretics.
The Church never "changed the day of worship from Saturday to Sunday". We see, as the witness of both the Apostles and the Fathers demonstrates, that Christians have always gathered together and worshiped on the first day of the week. The earliest Christians, being Jews, did continue to come together to the synagogue on the Sabbath; this was fine until it was no longer feasible to do so. And so the traditional liturgy of the synagogue, Christianized, was assumed into the Christian Lord's Day celebration of the Eucharist, thus giving rise to the two halves of the Liturgy: The Liturgy of the Word and the Liturgy of the Altar; all now being done on the first day of the week.
The myth of changing the day of worship from Saturday to Sunday has no basis in the historical record. The usual claim is made that Constantine accomplished this, however from the Corpus Juris of Justinian we know that the only thing Constantine did was make the first day of the week a civil holiday (with an exemption for those who work the fields in rural areas). The first day of the week was never made the Sabbath; but it has always been the Kyriake hemera, the Lord's Day.
-CryptoLutheran