There can be a major problem if the original explanation when asking the visa does not apply anymore.
This could mean you wil be denied entry.
In such a case I suggest if possible still to enter "Schengen" at the originally indicated port of entry. Or at least confirm you will still be going there if you enter anywhere else.
And do keep a copy of all documents at hand you presented at the embassy or consulate when applying for the visa.

(Answer given by an experienced Dutch immigration lawyer)