meaning of 'Which'?

Yes, but your paragraph is riddled with punctuation and grammatical errors.

Not to mention that "modified" means "changed", so it's redundant to use both.

Everything was going fine, .... , then the next day-- big trouble. Which was strange because nothing was modified or changed - to my knowledge."

As a transcription of speech, it doesn't seem all that bad, Mame. Possibly one or two punctuation changes if it were to go to publication.

I can't see any grammatical errors though and the two words, while they are synonyms, can have quite different meanings.

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M-W:

http://www.m-w.com/dictionary/change

change, alter, vary, modify mean to make or become different. change implies making either an essential difference often amounting to a loss of original identity or a substitution of one thing for another ...