If you want to rename your Captain, you can buy a rename token in the C-store with Zen. If you mean your account handle (@name) there isn't a way to do that on your own. Honestly though, if you just started out and your Captain in brand new, I would just delete him/her and reroll with the name you want rather than spending real cash on it.
Edit: My bad, just read that you don't mean Captain name. So I'm assuming you mean your account handle. There is no way to change that at this time.
I was wondering this as well. Right now my name is daeryn@daeryn17 which is a bit disappointing. The name system confuses me and when making all these names, I didn't understand which name would appear where. So in order to change the @daeryn17, you must pay? Or is the first name that you can change with money?