While most people refer to these as "usernames", the are officially referred to as "nicknames" by Atelier 801 staff.
As of 22 July 2016, you can now change your username by going to the forum, selecting "My Account", and then select "Change Name." This process costs 1,500 fraises . If you change your nickname to an inappropriate one, it will be reverted without being refunded. Nicknames can also now have special characters like "_" or numbers and the number of characters allowed has increased. You can change your nickname every 3 months.
On 12 March 2018, a # system was implemented for nicknames, allowing players to choose any nickname, even if it was taken before. Players who registered before this system (i.e. have a #0000 number) are allowed a free name change.