To change your artist or band name after your music is live in stores, you’ll first need to remove any releases that feature your old name and re-upload them with your new one.
Learn how to remove a release from stores here.
Note: You may need to upgrade your subscription plan to add a new artist name to your account - even if you're changing your name to release the same music. So please think carefully and make sure you’re happy with the artist name you choose before releasing music again!