I am buying a friends bolt and carrier, its a colt, he's switching it out for a noveske..... The bolt may have had 400 rounds on it, still in good shape. I am going to put into a brand new upper.... Should I headspace it?

Probably not necessary, wouldn't hurt for peace of mind

I was always told in the military NOT to change bolts from one rifle to another. I guess that it causes it to wear in different areason the bolt  than it did in the first gun? I do not know this for sure, but I do know what I was told about swapping bolts between different rifles. I guess if you get it cheap enough...., but it is not something I would do.

With only 400 rounds and a new upper, I wouldn't sweat it.

The better question is why is your friend switching a colt bolt for a stag/cmt bolt?

Didn't know noveske sourced parts from cmt did ya?

I recently built a 300 BLK upper and intended to swap my 5.56 BCG back and forth between the two.  The first time I tried to run it in the new upper it wouldn't run worth a damn.  The biggest problem I had was it not locking up.  That told me that the lugs on the bolt might have worn in and conformed to the 5.56 barrel and just wouldn't mesh with the 300 barrel.  It seemed to get a little better as I continued shooting but I decided to call it quits and buy a new BCG for the new upper.  It ran flawlessly from round one.  

I learned a lesson not to cheap out, spend a hundred bucks and have a dedicated BCG for each upper.