How to access server

You can't change the server settings for your iCloud mail account. You also can't change the account ID/name without creating a new iCloud account. You can, however, add an alias email address (see http://support.apple.com/kb/PH2622).

If you're just wanting to change your account name, meaning your apple id, you can do that at appleid.apple.com. If you actually wanted to change the @icloud.com or @me.com address that was created when you setup mail for the first time, that can be changed. In that case, do like randers4 mentions and create an alias.

Oops, I meant "that can't be changed".