Whether or not one goes with the flow of the conversation or change the flow of conversation will depend on what the conversation is actually about. If it is something that you feel comfortable with or that you would want to discuss, then going would be fine. On the other hand if it is something uncomfortable then changing the flow would be your best bet.
No, I believe that when you are in a conversation you should enjoy the conversation and go with it wherever it may be going. This is especially true if it a group of people, if you let the conversation naturally happen vs. trying to control it you may learn or end up talking about some very interesting topics. It is my belief also that if you try and control a conversation, some people may pick up on it and think about you negatively for doing so.
When one attempts to change the flow of conversation, it could suggest a few things. For instance, one could conclude that you are attempting to control the conversation and the people involved. It could also suggest that one is uncomfortable or uneasy with the topic and is purposefully derailing an interesting conversation.
A person should not actively seek to change the flow of conversation, because the best conversationalist is a good listener. A conversationalist is a person who listens to what other people have to say. They make people feel comfortable and they care about what others think. You should let them lead where the conversation goes.