First, it would help to know the make/model/year of your bike, and to some degree the environment you ride in. Usually the manufacturer will provide a few different grade options depending on conditions.
That said, in most cases (not all) you can use whatever grade of oil is most applicable to your riding conditions. If you're putting around town in a cooler environment you need different oil than if you're desert racing. This tends to be true regardless of the OE spec because they base it off of the most average riding conditions they can expect.
It is important to know what the numbers and ratings of oils are to better determine, for yourself, if it's a good choice to change. This is a pretty good place to start.
Now, it has also been common practice to change grades over time, as the engine becomes more "broken-in". Vavoline mentions how bearing clearences can change over time.
The safest bet would be to use the oil they spec. Then the next safest is using the same gear from about maker. Then, next down would be using 5w30,and after that using 10w40.
In your specific case, I'm hesitant to say anything definitive without knowing the make/model.
What I will say definitely though, is the engine coming to running temp fast is not an issue (in and of itself), unless it's also overheating or having other issues. You mention a change in performance as well. If the bike is new, you should generally expect some change, and if it has a lot of miles on it, you will also generally get some change. If this change is noticeable in a single ride then there may be something else wrong.