I realised as I was writing my story, I changed my pronoun. In the beginning of my story, I used 'I' but as i continued I started using 'him', 'his'. I was thinking of continuing the story until the point where i would reach the present and use 'I'. Is this okay? Any advice?
This is called Point of View (POV). In brief, cause the internet is full of this info, I the first person POV, and he/him/she/her are 3rd person POV, and you is the 2nd person POV used mostly in chose your own adventure writing and some avant-garde writing.
If you are writing a short story, its recommend you keep a constant POV. Novels can change POV in different chapters. POV can change between scenes in a chapter, but risks either confusing your audience or annoying them by whatever literary mechanism you use to alert them to the change of POV.
Change the POV character is very normal in novels. Having the same POV character but changing between 1st and 3rd ( or god forbid 2nd ) person POV is very challenging. This is because in 1st person POV the audience gets to see the characters innermost thoughts but when you change to another POV this isn't always the case. And, it affects how the audience understands and relates you characters.