Shortly after you start the game, you will receive a Disguise Kit and Family Stationery.  You can use these items to change your Avatar and User Name.  If you wish to change your Avatar and User Name again, you would either need to purchase a new Disguise Kit and Family Stationery to do so, or use Gold.  You can change your User Name to anything you want as long as it is not already being used by someone else in the game.