I want to change iCloud user name

Do you mean you want to change your name here in the forums? If so, only the Hosts can do that and only under certain circumstances.

Do you mean you want to change the third party email that you use as your Apple ID? If so, see here:

Change your Apple ID - Apple Support

Or do you mean you want to change the part of your iCloud email before the @ sign? If so, that can't be done but you can create an alias email and use that instead.

Add and manage email aliases for iCloud Mail on iCloud.com - Apple Support

If you mean something else, please explain.

Hello

please going to Settings > tap on your name (at the top page) > Name,Phone,Number,Email > Name.