How do I correct my iCloud name?

Depends on exactly where it was spelled wrong.

If the display name is wrong, you can, on your iPhone, go to Settings ➜ Account ➜ Personal Information ➜ Name and correct it there.

If it was spelled wrong for the iCloud email address (yourname@icloud.com), then that cannot be changed unfortunately.

LD150 wrote:

Well it can, if I understand the question

Change your Apple Account primary email address - Apple Support

This is true, keep forgetting that's now an option. The iCloud email address can be edited from within the iPhone Settings or on https://account.apple.com

I stand corrected.

Well it can, if I understand the question

Change your Apple Account primary email address - Apple Support

I will try it one day, I'll use my wife's account in case it all goes wrong 🫣