How to change my name
ADVICE. There is a "Linden Lab Official" document about this question ( see Can I change my avatar's name? ).
It's impossible. Your name won't change ever -- this is to prevent griefing. If you really, really dislike your name, your best option is to cancel your account and start from scratch with a new one. In case you'd like to have a custom name, please notice the Custom Name Program.