I am afraid the possessive pronoun don´t belong there, Maria. So, it could turn into something like this "The only person that you can change is yourself."
But then, there is plenty of room to many people say that you can influence others, or try to change the life of others in a number of ways. Offering opportunities, influencing, etc. Of course, it would ultimately up to them wheter or not to change their lives.
Thus, I would redo it to "The only person that can change you is you/yourself."