The same change can be made to each word and the phrase below to create new words. What is the change, and what are the new words? (The phrase NOT I is tricky.)

DO
FLU 
ME
NOT I
SO
THE
THY
TO

Answer:

Each word and the phrase can be changed into new words by adding the letters ME at the end:

DOME
FLUME
MEME
NO TIME
SOME
THEME
THYME
TOME 

Credit:
Idea and 
THY and NOT I: Alan Arbesfeld