Recently I wanted to change my gamertag and the free change is not available to me. So I...

It's still a thing, but it's only given if you were given a randomly generated tag when you created your account and are changing that tag for the first time. If you have a tag you chose, then you already used your change.

The Gamertag may have been recently changed. This has happened to me a few times, like I wanted to change my Gamertag to, as funny as this may seem, "Tuukka my Rask" (he's a NHL goalie) it said it was available, but I couldn't change it due to the same problem.
Just wait a week or so and try again.

your first change is always free to my knowledge.

It never used to be. Only one free change was available to those that took an auto-generated Gamertag.

The one free change for all was a recent thing.

Sadly there is no option available to transfer a gamertag to another account, but there is a way you can get the gamertag you want.

1. (You will have to pay if you already used the free gamertag change) Change the gamertag of the account with the old email to something else (So the gamertag can be available)

2. Use the free gamertag change on the account with the randomly generated gamertag

Hello,

Microsoft changed my gamertag without telling me and now i have to buy a code to Change my gamertag! I want to know if i could get a free Change?