First of all, your CN ID/CN# (for example MZ13, AJ10, etc) was created during your account creation process. It can never be edited.
You can edit your name from your profile/ePortfolio page. Hover over your current name on the top part of the page. The little edit link will appear. Click it.
Now, you can edit your first name (1), last name (2), nickname (3) and headline (4). Once done, click the blue SAVE CHANGES button.
Please note that if your institution is a licensee of CN, the system may not allow you to edit your name. In this case, you need to contact your school's CN admin to request a name change from their end.