When I started posting I was in a career where keeping moderate anonymity seemed sensible. Now it makes more sense to use something closer to my real name (though conceivably I'll want to change back in future).
As far as I can see in user settings, there's no name change option?
Yea, users don't have permissions to change their own usernames. If you want to change it, you need to contact a forum moderator, such as Aaron Gertler, JP Addison, Julia Wise and myself (not sure exactly who else has the relevant permissions).
Feel free to add a comment or send me a message with your desired username.
I second this. Right now, we review all new users when they join the Forum, including their names. We'd also want to review all name changes if users could make them, which isn't too different from users asking us for name changes (though infrastructure allowing that would be nice to have someday).
For anyone who wants an example of how a username change could cause a prblem: If you try to use "Will MacAskilI" (with a capital "I" instead of the second "L") as a username, you'll be caught before your account is approved. So we're also wary of someone changing their name to that and then pretending to be Will for a bit.