You can and should amend your return filing the 1040NR instead of the 1040 if you qualify. You should wait until they have had time to process the original return before filing the amended federal return, but once that has occurred, you need to file the amended return.
There are assumptions made if you filed the 1040 and do not amend it, that you will be expected to maintain, such as claiming all worldwide income on it, being considered a US resident, etc.
Sure, there are also credits that you might qualify for, incorrectly, if you leave the 1040 filed as your residency status, but there will also be drawbacks if you leave it filed incorrectly as a resident instead of a nonresident.
