I really wanted to use a double sided lightsaber, but I am at a level 37 right now and I am not sure if I missed where to choose or what. So my question is, are you capable of changing the lightsaber you use?

You don't get to choose what weapon you use. What advanced class you are deteremines what weapon you use.

 

If you are a sorcerer you use a single lightsaber. Assassins (and shadows) are the only advanced classes that use doublesabers.