Unable to change my username

Re-read the linked article you referenced.

You need to create a different administrator account logout of your primary user account and login to the new administrator account. Then you need to rename the home folder in /Users/user in your example. Do not use spaces in this home folder name. Then you go to Users & Groups and right-click on the user you wish to rename and go to Advanced Options. Then you can change the "User name" which should match the home folder name. Then rename the Full Name, this one can have spaces and other symbols such as a period after an initial or accent marks, etc.

UserKatana wrote:

Will it delete or remove some of our file if we do it?

If you make a mistake, then you will lose access to the data...perhaps temporarily, or perhaps permanently....depends on the exact model of the Mac since later Macs have increased security which may not allow you to fix things if the system cannot authenticate to the security enclave chip. Usually people have been able to correct the mistake, but it involves a lot more work if you neglect the first step of having a second admin user account available. No matter what, make sure to have a good backup in case something does go wrong so you don't lose your data.

You did see the warning at the top of the article and in the screenshot you provided:

Doing this incorrectly could damage your account and prevent you from logging in with that account. Make sure that you have a backup before continuing.

Every step in the linked Apple article must be performed exactly as described by Apple. One of the most important steps besides having a good backup is:

If your Mac isn't set up with another administrator account, you must first add an administrator account in Users & Groups settings:

Every step is critical. You cannot skip any of the steps, except for the ones marked "Optional". Everything mentioned in that article is critical for success....even the "no spaces" part mentioned by @James Brickley. The article is very clear on what to do and what not to do. The only creative part of the process is what the short user name should be.....it must not include any spaces or special characters....just use standard alphabetic or numeric characters....avoid special characters like "", @, #, $, %, ^, &, *, (, ), etc.

Using your screenshot as a guide & referencing the full user name "Alif Jahan", you could have the following short user names or something else entirely:

alifjahan
alif
ajahan
alifj
alif2

The first one I listed would have been the default created by macOS when configuring the macOS user account since macOS just removes the spaces and special characters from the full user name.

Please, please... DON'T change your username. Heed the warning in your screenshot.

Will it delete or remove some of our file if we do it?