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Endowing materials with the ability to sense, adapt, and respond to stimuli holds the key to a progress leap in autonomous systems. In spite of the growing success of macroscopic soft robotic devices, transferring these concepts to the microscale presents several challenges connected to the lack of suitable fabrication and design techniques and of internal response schemes that connect the materials' properties to the function of the active units. Here, we realize self-propelling colloidal clusters which possess a finite number of internal states, which define their motility and which are connected by reversible transitions. We produce these units via capillary assembly combining hard polystyrene colloids with two different types of thermoresponsive microgels. The clusters, actuated by spatially uniform AC electric fields, adapt their shape and dielectric properties, and consequently their propulsion, via reversible temperatureinduced transitions controlled by light. The different transition temperatures for the two microgels enable three distinct dynamical states corresponding to three illumination intensity levels. The sequential reconfiguration of the microgels affects the velocity and shape of the active trajectories according to a pathway defined by tailoring the clusters' geometry during assembly. The demonstration of these simple systems indicates an exciting route toward building more complex units with broader reconfiguration schemes and multiple responses as a step forward in the pursuit of adaptive autonomous systems at the colloidal scale. [ABSTRACT FROM AUTHOR]