If I have retained a lawyer for a divorce case and paid $2500 retainer fee, can I change my mind and request the fee back?

Write her a certified letter. If you want to continue the suit, tell her why you are dissatisfied, ask her to withdraw telling her you want another lawyer. If you don't want to continue the suit, tell her to "nonsuit" the matter.

Generally, retainers in Texas are refundable, minus the attorney's work and expenses. You have a couple of options: you can tell your attorney you're dissatisfied and hope she changes; you can send her a letter stating that you want to cancel her representation and asking for a refund of her retainer; or you can try to retain another lawyer who will ask for her retainer back so they can get paid as well.

You can certainly change your mind. You should have a contract you signed when you hired the attorney, and you should check that contract to see what the terms are that govern termination of the representation and return of funds.