When you are logged in, at the top of each page it says "My Profile". Click that and you will find all sorts of options from change your name, manage your email preferences, password, signature, viewing preferences, and other goodies to customize your
experience.
When you change your name, it goes through an approval process to make sure that it fits with permies.com
naming policy. Basically, it needs to be a real sounding name... so Bart the Fart or Bart Simpson, would be not accepted, whereas Bart Smith might get through, depending on the day.
For those of you who are new to forums, it's pretty standard to have something like "my profile" at the top of each forum where you can manage your account.