Howdy pearce80,
Thanks for participating in the Apple Support Communities.
Let's confirm that you're updated with the latest iOS version to make sure that's not related to what is occurring. If you see that an update is available, be sure to complete a backup of your information prior to installing it. For additional assistance with this, check out the following resource: Update your iPhone, iPad, or iPod touch - Apple Support
If you're updated with the latest iOS version, let's check to see if you may have a configuration profile installed on your iPhone. If your iPhone was set-up, or provided to you, from an educational institution or workplace then a profile may have been installed at that time, which could contribute to the changing occur. Check out the steps below for assistance with checking this, and more information can be found here: Install or remove configuration profiles on iPhone - Apple Support
You can see the profiles you have installed in Settings > General > Profiles & Device Management.
We'd recommend checking with your IT administrator before making any changes if you do see a profile installed. Lastly, confirm you're using the same steps to adjust the name of your iPhone with the information here: Change the name of your iPhone - Apple Support
If you're still seeing this occur without any profiles installed, Contact Apple Support directly to check into this in more detail with you.
Take care!