Unless you use iCloud mail as your Apple ID email (which is a very bad idea), your "Apple ID" is whatever email address you use for your account. Mine is from a different provider, so if I wanted to change my Apple ID I would change that address.
If you are using iCloud mail for your Apple ID, you cannot change that (did you ask about this a day or two ago? Somebody posted the same question.) All you can do is use an alias.
"Note: You can’t delete or turn off a primary iCloud Mail address. You can’t use an alias to create a separate Apple ID, and an email alias can’t be converted to a primary iCloud Mail address." - Add and manage email aliases for iCloud Mail on iCloud.com - Apple Support
You would have to create an entirely new ID but then it would be difficult to transfer most things and impossible to transfer others. You would have to set up Family Sharing with yourself. As I said earlier, if your real former name is part of your ID, set up an email account with a third party that does not include your old name and then change the email address that you use for your ID. The support article Change your Apple ID - Apple Support outlines various methods for changing the email address (Apple ID) you use for your Apple Account while retaining everything in your account.
By the way, the reason it is a bad idea to use iCloud mail for your ID is should you have problems getting into your account, Apple will be sending the information you need to the account you can't get into to read those emails. See About your Apple ID email addresses - Apple Support for other options.
