There are two ways to change your first and last name, the first of which is to use the random name generator in the Training Ground. To use this simply enter a training ground and double click on the name generator until you are happy with your name.
The other way to change your first and last name is to use the /name command to request new names of your choice. Chosen names are subject to an approval process that can take up to 24 hours. The following commands are available: /name first - Request your first name be changed to /name last - Request your last name be changed to /name first remove - Remove your first name /name last remove - Remove your last name
Please see related articles for more information on changing your nickname.