You can’t change it… so you’ll have to create a new field, which is a list, and delete the old field.
Before you delete the old field you’ll need to change the data (i.e. ad whatever was in the old single field into the new list field).
If you’re not worried about WU cost (i.e. if you’re on the old pricing model, or your database is not very big, or you just don’t care) then just create a simple back end workflow with a parameter of the datatype in question, to make the change, then run it as a bulk operation from your app editor.
If WU cost is a concern, it will be more cost effective to use a single workflow action to make changes to a list of things… although in my experience it struggles to do this with list of more than a few thousand things, in which case you can just run it multiple times (with a constraint to only change those things that haven’t yet been changed).