HI Vinit,

@isTest
private class OpportunityPipelineChangeTest { 
     static testMethod void myUnitTest() {
//COMMENT: First, prepare Dummy Opportunity
        Account a = new Account(Name='OpportunityPipelineChangeTest',Geography__c='TestGeography',Territory_Id__c='TestTerritory',
            Territory_Overlay__c='TestTerritoryOverlay',Renewals_Team__c='TestRenewalsTeam',Renewals_Account_Manager__c='TestRenewalsAccountManager');
        insert a;
        Contact c = new Contact(AccountId=a.id,LastName='Test',Job_Function__c='TestJobFunction',Department__c='TestDepartment');
        insert c;
            Opportunity O = new Opportunity(Name='TestPipelineChange',AccountId=a.id,End_User__c=a.id,
            Contact__c=c.id,CloseDate=System.today(),Type='New Customer',Order_Type__c='New',
            Lead_Source_Category__c='Existing Customer',StageName='Create',Primary_Business_Driver__c='Test');
        insert O;
//COMMENT: Inserting the record with should have caused trigger to fire which means you can move on to the verification steps
//COMMENT:  Verify correct action using System asserts (these make sure your trigger did what it is supposed to)
//COMMENT:  first, we locate the Pipeline Change record that has been added
       OpportunityPipeline_Change__c pc = [select Stage_After__c from OpportunityPipeline_Change__c
            where Opportunity__c = :O.Id];
//COMMENT:  then we assert that the field we updated equals the field it was updated from
        System.assert(pc.stage_after__c == 'Create');
    }
}

Thanks