Should I change Debian repository after dist-upgrade?

If you did your upgrade using the repository in /etc/apt/sources.list then you probably don't have a wheezy repository in there - you had a stable repository.

You see, in /etc/apt/sources.list you can put the repositories using codenames ('wheezy', 'jessie', 'sid'...) or you can address the repositories as 'stable', 'testing', 'unstable'. During the lifetime of a Debian release, there is no difference.

But when a new stable version is released, then those associations change. If you had 'wheezy' in you 'sources.list' then you still have 'wheezy'. But if you had 'stable' then suddenly your 'stable'-repository points to 'jessie'.

Since something changed your /etc/debian_version to the jessie version you are probably using a repository for jessie. And since you apparently didn't change your repository, it is most likely that it points to stable.

Update

In your /etc/apt/sources.list all the repositories should use the same method - either all use codenames (wheezy, jessie, etc.) or stable/testing/unstable. So you can be sure, that all repositories will alway point to the same release. Otherwise you might end with using "jessie" but only receiving security updates for "wheezy".