You can shift on the fly, but for liability reasons it is not recomended. I have a steep driveway, and when going up if I change to a higher gear it may lift up (front). Speed is controlled by the friction disk, inner is slower go out it gets faster -- physics 101. There really is no excessive wear shifting on the fly. In fact, if you stop then you will incur more wear starting the snow thrower from rest. But as mentioned earlier, it could get dangerous if you upshift while going uphill.
I love the blower, bought the 10524 in October. The dealer put it together good and delivered it and demonstated it. However, the salesperson at the store is only good for looking up parts. I sent a technical question to Simplicity. They responded quick enough but it took some back and forth for them to admit a technical feature they used for just one year and didn't bother to mention it in the documentation; I am not impressed with Simplicity's customer service. Other than that love it!