An internal change request is any change request issued by those working in the company. An internal change request can be initiated by a team member (though very rarely), any stakeholder, the project sponsor, another department within the company, or sometimes the project manager himself.
Internal change requests should not be mistakenly labeled as change requests that someone can ignore, especially if they are initiated by executives or another department. If not processed promptly (whether executed or proven to be non necessary), internal change requests can jeopardize the project manager's career in the company, as executives will later ask him (and judge him) about their change requests.
Yes, there are also external change requests, and are usually initiated by those who are not working in the company. External change requests are usually initiated by the clients.