How can I change my name on a site in Stack Exchange network?
First click on your user data in the top bar: (avatar, reputation, or badge counts)
Then click "Edit Profile & Settings":
Edit your profile and either save it only for the current site you edited the profile on, or save and Copy profile to all Stack Exchange accounts.
Note that when changing display name, you have 15 minutes grace period to change it back, otherwise you'll have to wait 30 days before being able to change it back.
Go to your profile page, there's an
Edit link in the Info tab.
Note that you can't do that more than once every 30 days.
With the new bar this procedure has changed slightly
Name changes are rate limited to one change per 30 days
To change the display name in the network profile (which is no longer syncronized automatically), follow those steps:
Go to stackexchange.com
Click on your name at the top of the page.
Click on "Update profile info"
Choose one of the communities you want to copy your information from and click on "Copy" button.
Click on your profile icon from https://stackoverflow.com/.
Edit "Profile & Settings":
Finally, update your profile info. To do this, just click on the Stack Exchange community that you want to update. For example, click on your profile picture from http://stackexchange.com/.
Click on "Update profile info":
Finally, select the community for which you need to update the information.