Scope in Agile can be a difficult thing. Agile requires flexibility when dealing with scope, but being over-flexible can spin the team into an unfocused trajectory, missing product goals, only responding to the whims of customer's desires, or handling one "fire of the day" after another. Scope context is vital in keeping the stakeholders and team in the same ballpark and focused on overall product goals. It's easy for a team to deploy a few "gold plated" user stories after a stakeholder charms them into it over coffee. If changes are pulling you away from your product goals, consider them carefully.
An Agile Vision Board is the lighthouse for the team when they are in a storm of change. The Vision Board provides direction by showing the vision and goals for a product. The Agile Vision Board gives the team the context to the overall product goals and sets boundaries for scope at a high-level.
The Product Roadmap is also a good tool for creating context about each release's goals and shows milestones on the journey toward reaching the over product goal. It's a great approach to showing how short-term goals build on each other to achieve long-term product goals. Milestones on a Product Roadmap are the more immediate goals for a release. Product Roadmaps refer to capabilities and features included in each release. This can help the team prioritize user stories that more closely meet the upcoming release's goals or scope.
Product Backlog grooming can also assist in managing scope. By tracing the user stories from the backlog to the product roadmap and Agile Vision Board, the team will verify the user stories are within the scope of the product and the upcoming release.
Identifying the change is the first step in managing change in Agile. Traceability described above is a good tool. Once you identify the change, ask the question, "Should we accept this change?". If yes, then ask the question, "What is the priority of this change? Is it a new user story? Are we modifying a user story?" Prioritize the changed user stories against other stories in the backlog. You may need to update the product roadmap if this change adds or removes a capability to the product.
Agile is about flexibility and adapting to change quickly. Scope changes often occur in Agile for many reasons, such as the market changes, changes in priority in the backlog, and more. Another type of scope change is derived from a deeper understanding of the product solution. As the team develops and deploys features and functions to the customer, it may discover new user stories or change user stories to deliver a better product solution.
Teams discover new ideas and enhancements for products all the time. Per the Theory of progressive elaboration, the more you interact with something, the greater your ability to understand it and predict its future behavior. Changes will naturally happen, and the Product Owner should be reviewing them to see if they will fit the product's overall vision. If the change is within the vision for the product, then update the backlog with the new, modified, or removed user stories.