Well, yes your friends are correct you can receive the messages even after switching the sim because WhatsApp doesn't depends on the sim card it depends over the data connection. But yo need to make sure that you don't remove the account which is configured over your device.
[Q] What if I want to chat with new friends I'll meet abroad? Do I need to give them my old number to receive whatsapp messages? What if I give them the new number I'll get there?
[Ans]: You need to give your old number to the friends you meet aboard. If you give then new number then I think you can't receiver their messages until or unless you configure the WhatsApp with new number and if you move forward in configuring the new number means the previous account configured is going to get removed and your old friends can't contact you over the old WhatsApp account.
PS: I don't think there is anyway to run two WhatsApp account over a single device parallel ! So, I would say better to get two smartphones or you can continue giving your old phone number to friends for sending messages over the WhatsApp.
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