How I changed my display name :-)
There is probably a quicker route, but this worked for me, LOL
Go to the Blogger log-in screen and log in.
On the extreme left hand side, mine displays my avatar photo and View Profile, Edit Profile and Edit Photo options.
Hop into Edit Profile and scroll down till you see Identity.
In that block is "Display Name".
Change it to whatever you want and click the Save Profile button at the foot of the page.
And you're done :-)