If you have not yet changed your name manually, you can do so in your Bungie.net settings.
You get a one-time name change.
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I've never used a change but it says I haven't got one
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If you have never manually changed your name, then you should have one. Keep in mind that you may get that error if the name you're trying to switch to isn't acceptable by the filter. Try a different name that you want to use. If you continue to have the issue of it saying you cannot change, then you most likely did use your one-time name change and just don't remember it.