Turn iMessage off, then power the device off. The number information comes from the SIM and account info. You cannot manually change the phone number, that is done during the activation process. After powering the device back on again, turn iMessage back on. It should go through the activation process. After iMessage reports it is active, then go into Settings>Send & Receive and make sure the new number is there. If not, then turn it back off again, and do a reset on the device. Hold the sleep/wake and home buttons together until you see the Apple logo and release. After the phone reboots, go into Settings>General>Reset>Reset Network Settings. After that, go back to the directions I gave for turning iMessage back on and checking activation.