You should try different stages, but usually I would say as soon as possible, which means as soon as you have a clearly visible callus (1-2 mm diametre) that can be pushed off from the parent tissue and grown individually on new medium. I like to place individual calli on fresh medium so they have good contact with the nutrients and are separated from the tissue from which they are derived. When I transfer them I also keep the orientation, because shoots usually grow upwards and I don't want to interrupt that. Shooting medium has more cytokin than auxin, and it is worthwhile to explore different ratios, don't just follow one protocol. When the callus is big enough, you can have just cytokinin (without auxin), because the auxin inside the callus lasts a long time after transfer, and as soon as you have a little shoot it will start making its own auxin anyway. Callus for shooting should be pale green, if it has white fluffy cells on the surface it has been too long on callus inducing medium.
The callus changes its morphology. Usually the callus which is differentiating turns green or becomes nodular, or hard in texture. Such calle when are subcultured in the same basal medium (MS or B5 or N6) with out hormones it enhances further development of the shoots eg grasses. Shooting is induced in the callus because of higher proportion os cytokinin to auxin in the medium hence, some times the medium requires cytokinin for further development of shoots.
Calluses are usually of different types: some are competent and other types are non-competent. The non-competent callus is usually the watery-looking callus whereas the competent callus is found in a variety of forms; for instance it can be friable or compact; it can be dark as well as creamy or light in colour . etc. It is also amazing that one kind of callus is capable of producing another type. You can see in some plants that dark brown callus will produce white creamy callus that ends up with proembryos for example. The morphogenic response expected for a certain plant is case dependent. For example, some plants produce the expected form (shoot, roots or embryos) in a short time and few cultures, whereas, others require many transfer cycles with a change in culture physical conditions. In some case solid callus can do the jop, while in other cases liquid media is sought. It can be also that sometimes two-three phases are required (usually solid-liquid-solid). I need to say in conclusion that you need to fine tune your case study plant to determine when and how to produce shoots, of course recommendation from previous studies is always helpful
It is always a good idea to provide name and other details on the plant you are working on. You are working on okra (Malvaceae). Species/variety. What explant? Are you germinating seeds to get hypocotyl/cotyledon explant? If you need help, please be generous with providing information so that you can receive specific help.
Callus induction is genotype and PGR dependent. Some species are very slow and others are pretty quick. Basic rule is do not allow it in the induction medium too long- that means it is in active growth and maintains original color. It should not show necrosis or browning at all at the time of transfer. Then you have to play with time and PGRs for shoot induction. Good luck.