at the top right of the first post on your thread. Click it and then state you would like your thread name changed and what you want your thread name changed to. It should get done within 24 hours, but usually done much sooner these days.
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You can change the thread title as Laptop65 has stated, however you can not change your username which is what I assume you wanted based on your report.
I'd like my thread name changed from zombiemuffinmix to MMO-Nation because my banners are in that name.