You do not say how long you have had your existing domain for. I assume not terribly long based upon the question.
You also do not give anyother reason for wanting to abandon the existing domain for another such as a better sounding or descriptive name. I assume this is not the case.
I am assuming the only issue is that a site has not been on that domain name for a while. You do not say how long.
I am also assuming this period is less than one year being measured in months, more than a few.
If all of this is true and there are no other factors, there is no reason to change domain names unless you want to. The fact that a site has come and gone periodically is relatively normal. The site when deployed will be indexed again and any previous indexing dropped. Any domain that has existed for a period has already begun building it's trust metrics. Even a site of just 1 year will score higher than one just registered.
There is no reason to change domain names unless you want to. If that is the case, then perhaps this is the time, before too much is invested.