Q: How do I change the 'Full Name' on my iCloud Mail (and on my Apple ID as I think this is where it gets the name)? Thanks

To change it on and iOS device, go to Settings>Mail,Contacts,Calendars...tap your iCloud email account, tap you iCloud account at the top, tap Mail at the bottom, then enter the name you want to use in the Name field at the top.

To change the From name on your Mac Mail, go to icloud.com, sign into your account, open Mail, click the gear shaped icon on the top right and choose Preferences, go to the Accounts tab and enter the name you want to use in the Full Name field and click Done.  Then quit Mail on your Mac and re-open it.  Your new From name should now appear in the drop-down list when you compose a new email.

Hey Rob,

I had this very problem! I always wondered why my "mail name" always appeared in ALL CAPS to people. Lo and behold, it was because that's how I typed my name in for my credit card info (in the billing section of account preferences).

This link should take you there...

https://secure1.store.apple.com/us/account/setup

Let me know if that does it for ya! Good luck.

NOTE: This same principle also applies to the name that appears when you share/comment in a Shared Photo Stream. Sigh...