Your username is unique to your account. Inside of Member App it is used to identify you. It also acts as a sub-domain for new Membership websites & checkout pages you haven't yet connected up to your domain.
If you want to change your username first login to Member App.
Then navigate to your account settings located here.
Scroll down the page until you see 'Username'.
Add your new username then click on 'Save' located at the bottom of the page to confirm your change.