How can you change the name of your iCloud address? ….@iCloud.com

One way is to use an alias as indicated in a previous post. This isn't actually changing your primary iCloud ID though. Read what Apple has to say here Add and manage email aliases for iCloud Mail on iCloud.com - Apple Support

Apparently others have found that using an iPhone with iOS 18.1 or higher does let them change their primary iCloud ID. This is relatively new and Apple doesn't have any documentation. In fact all Apple's documentation still says this is not possible. I would probably get in trouble if I posted a link to a third party discussion about this so I can only suggest you do a general web search and can probably find more about this since you have an iPhone with iOS 18.

Hi there

Please try this

1. Go to icloud.com/mail, then sign in to your Apple Account (if necessary).
2. Click  at the top of the Mailboxes list, then choose Settings.
3. Click Account, then select an iCloud Mail alias in the list.
4. Edit the full name or label, then click Save Changes.