There are two ways to change your nickname:
1. Go to [Store] and buy 'Captain Rename' in [Others]. After the purchase, the item will be put in [My Items] automatically. Tap 'Captain Rename' in 'My Items' and choose 'Use'. You can then enter your new nickname and tap 'Enter' to confirm.
Note: Your captain and HQ names are the same.
2. Tap your avatar at the upper left corner, then tap the exclamation point. From here, tap the pen icon to enter your new nickname and tap 'rename' to confirm. It costs 200 gold if you do not have Captain Rename item.