How can I change the name on my iPhone

Do you mean change the iPhone’s name?

Settings > General > About > Name

From support.apple.com:

“To change the name of your iPhone, iPad, or iPod touch, follow these steps:

1. On your device, go to Settings > General, then tap About.
2. Tap the first line, which shows the name of your device.
3. Rename your device, then tap Done.”