I joined the game, and my account name is my Email username, and I want to change it to my Favorite gamertag. There is no option to do so, and I have encountered other players with the same problem. Suggestion: It would be like a shop, you enter the name you want to be shown as, and it will tell you if its available or not. If it is available, you can click buy and nickname yourself that name. I think you should get ONLY one name change, and it should be free, or cost very little gears. In game, and in your menu, Instead of your original name " Bob "Your name would show up as your nickname, followed by a dot " CoolBob• " You would be able to click on their name, and it would pull down a menu which would tell you their original name and such.
You can change your name at any time on your Steam profile. Edit: Or under your steam settings, and even when you bring up your Steam friends list.
There is a way to change your name via Steam itself, not the game. Open the Steam browser, click on -Your Username- which should be the tab right next to "Community". Click Edit Profile. Change profile name, and then Save Changes. Relaunch your game to see your new name.