You can access the option to change your username in the Collection menu, in the last option of the left column.
During Early Access it was not made clear whether or not account names would become permanent. There were also fewer characters supported during that time which have since become available.
Because of this, all players who own Early Access or Lite accounts have received one free name change. All other players must pay for the username change.
An exception can be made if your username contains offensive or personally identifying content. If that is the case, please submit a ticket to the support staff.