I'm going to work in New Zealand and my work visa will start after my arrival. I will enter as a tourist before with a waiver (I'm from Canada). I've been told that I need to go out of the country and return to validate my work visa. Can I just go to immigration at the airport?
No, you do not have to leave New Zealand to switch visa types. From Can I apply for any other visa while on a visitor visa in New Zealand?:
Apply to stay longer
If you're already in New Zealand and have a visa you can reapply for the same visa or apply for a different one.