why did I change my probability in that?
Presumably because you got some new information. If there is no information, there is no update. If the information is uncertain, make appropriate adjustments. The "infinite regress" would either converge to some limit or you'll end up, as OrphanWilde says, with Descartes' deceiving demon at which point you don't know anything and just stand there slack-jawed till someone runs you over.
It seems like in order to go from P(H) to P(H|E) you have to become certain that E. Am I wrong about that?
Say you have the following joint distribution:
P(H&E) = a
P(~H&E) = b
P(H&~E) = c
P(~H&~E) = d
Where a,b,c, and d, are each larger than 0.
So P(H|E) = a/(a+b). It seems like what we're doing is going from assigning ~E some positive probability to assigning it a 0 probability. Is there another way to think about it? Is there something special about evidential statements that justifies changing their probabilities without having updated on something else?