Image files and changing extensions

Hello All, I am completely new to photoshop and for that matter, graphic design in general. I always thought that a particular image type (.gif, .jpeg, .bmp) needs to be altered by a graphics program into another graphics type, i.e. 'Save as...'.  A collegue is trying to change an image simplt by changing the extension and I don't believe that will work.  Am I on the right track? TIA.

You are right and your colleague is wrong. 
The extension relates to a data format within the file and you can't change that with a different extension.

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