I suspect you only changed the 'Full Name:' in Users & Groups, which won't change the name you see in Activity Monitor etc. or the name you see as your 'Home' name. If this is the case then you need to go about changing the short name with care.
Should you decide to do this, then in Users & Groups, unlock if the padlock is closed, then right-click on your user name and select 'Advanced Options' and rather than change the 'Account name' which can be catastrophic, just add the new correct short name into the 'Aliases:' section, then you can use this name for most of the username prompts.
If you want to go the whole hog of changing the actual Account name, then you need to be logged on as 'root' or as another Admin user and perform some low level functions in Terminal and have a good understanding of all the paths etc. that will need changing.
Obviously, it goes without saying that you need a full backup before attempting any of these changes.