Sign in before you change your display name. 

Once signed in, you should see your display name in the top right corner. Click on it to reveal a menu. Click on My Settings in the menu.

In My settings you find several pages where you can edit your profile. To change your display name, you must click on Display Name in the left menu. Fill in your new display name in the box (2.) and write the password you use to sign in (3.). Remember to click on Save changes. 

You should now see a confirmation message. If you look up in the top right corner your display name should be changed.