You're able to change both your Sessions Username (which is also the link to your Artist Profile) and your Display Name by logging into your account while navigating Sessions Live using a PC.
Please follow these instructions:
1. Using your computer's browser, visit www.sessionslive.com and log into your account.
2. Navigate to the correct page by clicking "Profile" in the upper-right corner and hitting "Edit Profile".
3. Click on the "Name" (Display Name) and "Username" fields to change your name.