Is it okay the change the ISO on a film camera?

So I just recently got a Nikon FA. I was wondering, is it okay to change the ISO even if it doesn't correspond to the ISO on the film I have? Because I heard if I change it, that can add some noise in my pictures. I would actually like some moderate noise in my pictures.

1. You heard wrong, on several counts. Film does not have "noise", film has grain. You actually have to use a higher ISO film to get that "grain". Merely changing the setting on the camera doesn't do that.

2. You can adjust the ISO setting as a form of exposure compensation, which is the only time the camera ISO should be changed. Once the need for compensation is over, it should be set back to the proper ISO.

3. If you want "grainy" film shots, use ISO 800 or higher film. Depending on what you are shooting, you may require other accessories to get a proper exposure, like and filters on the lens.

Is not ok
It's okay if you want to fool the lightmeter
Do not confuse "noise" with grain because they are of different nature

Changing the camera ISO will not result in a difference in graininess ("noise" is a digital term, grain is film). The film grain is characteristic to the film speed.

Every now and then, I shoot some ISO 3200 film at ISO400. All I do when I take it in to get processed, is to tell the lab to pull it to 400.

On occasion in the past I did opposite of what B. E.I. Did. I pushed film a stop or two by setting cameras ASA setting faster than what the film speed was. But also had to tell lab what I was doing.