Fast of all down lode or collect Climate data and then analysis the data like trend analysis and predict the data for future condition and others analysis also.. for identification of climate change.
Climate change is a vast domain. Please specify more on the topic.
There are a lot of data products available on NASA's and NOAA's portal. (MODIS data is personal fav).
For climate modelling various GCMs are there. For glacial retreat you can use WinSRM and WinSRM+ softwares.
I would suggest you to acquire some knowledge of Remote Sensing for it opens up broad spectrum of possibilities in the arena of climate change research!
Dear Md. to estmate climate changes, first calculate the annual evapotranspiration for the study area ( use Peneman-Monteith eq.), second calculate the annual precipitation, then use climatic quality index equation (which include both of them) to determine wet and arid areas for that year. after that repeat this procedure for a period and calculate variances for the city.