where are you going, oldschool?
are you moving to a new job?
Generally, it will not be a problem, however it could come up as an issue during the process of your Naturalization (Citizenship). You may be asked why you left your sponsoring employer immiediately upon receiving your GC. Anyways, congrats on your GC approval.
Here are some reference threads.
You can find all the information you want under the sub-forum ' Life After Green Card'.
First One
Another One on Murthy.com
Hope this helps.