There is no way to change your name at this time, not even through Fantasia (which is dumb -.-)

Your next move would be that if they allow server transfers, make a character on a server you'd like to possibly transfer to with your current name (may require a friend helping you with this with their account), then transfer over and the game will prompt you to change your name since technically the character name would be in use. Problems with this: Pay money to transfer to a server and lose all your friends D:

That or you're gonna have to wait for name changes to be implemented (no sign of this and has never been a choice in XI), or reroll :/ Hard knock life...