Hi,
Just to amplify -
An account actually has two names, the "long name" (now called "Full Name" in System Preferences), and the ""short name" (normally a single word in lower case, called "Account Name" in System Preferences when you first set up an account).
When you set up a user account and enter your "Full Name," the system will suggest an Account Name (the "short name"), and you have *just this one chance* to change it:
.
.
Once set, the short name becomes the name of your home folder (the house icon in Finder) and is not easily changed. You can't just change the home folder name, because the short name is also an intrinsic part of your user account. However if you very much want to change the short name, there are a few ways to do this. Apple's method is here:
*Mac OS X: How to change user short name or home directory name*
http://support.apple.com/kb/HT1428?viewlocale=en_US
It's somewhat complicated as you will see, and changing the short name this way can sometimes introduce a few permissions glitches. You could still try it, or since your Mac is still new, you might instead consider wiping the HD and starting over.