Click your avatar in the top right corner of the screen, then click on Settings.
Go to the Public Profile section and you will see the field Display As. Next to it, you will see a box whereyou change Display Name to the one you want;
To save the change, click the green "check" button at the end of the box as seen below:
Note: Changing your display name triggers a 7-day cooldown, thus you will only be able to change it again after the cooldown ends.
