How do I change my Apple ID. Mine has been hacked

Note the restrictions in the article.

Apple ID Name Change.        

 What to do after you change your Apple ID or password - Apple Support    I suggest doing this before you change your Apple ID or password.

You can also add 2 Factor Authentication to your account for more security.

Link to contact Apple Support in the article.

Apple ID has been compromised.        

 Apple ID Password Change.     

Apple ID -Two-factor authentication          

 Two Factor Authentification availability.     

 Apple ID - Using app-specific passwords.     

Apple ID - Two Step Verifications FAQ