If you would like to change the name that is presented to other players whenever you interact with them, you can do that using the 'Change Name' item in the inventory.
To find the 'Change Name' item you enter the Inventory through the Items button.
The 'Change Name' Item can be found within the 'Specials'-tab:
At the top of the menu you will find the 'Change Name' Item:
If you don't have a 'Change Name' Item you can purchase one for Diamonds: