This game is called a "word ladder" and was invented by Lewis Carroll in 1877.
Rules
Ladder is the connection between 2 same letter words, such that each transition to a step can only be made by replacing only 1 letter in the source word and the target word is always a meaning word.
Each word you enter can only change 1 letter from the word above it.
Example
ROCK is the start word, DUCT is the end word
We changed E to V to make DOCK
We changed A to E to make DUCK
And we changed V to W to make DUCT
Done!