Hello
As UTF8 is not a superset of WE8MSWIN1252 you could not go with a simple
ALTER DATABASE NATIONAL CHARACTER SET UTF8;
You should export the data from source DB (using datapump) recreate a DB with the good character set and import back the data.
You could also use the CSALTER Script, check Metalink note Doc ID 260192.1
Changing the NLS_CHARACTERSET to AL32UTF8 / UTF8 (Unicode) in 8i, 9i , 10g and 11g
or check that (old) link
convert characterset WE8MSWIN1252 to UTF8 | Oracle Community
Regards