Hello,
Is this the first time you've tried to change the Gamertag? You can only change it once free of charge.
What’s a gamertag?
It’s your online alter-ego for Xbox. Your gamertag represents you when you’re playing games and sharing with other people in the Xbox community.We’ll create a gamertag for you the first time you sign in to Xbox. If you don’t like it, you can change it once for free.
- To change your gamertag in Windows 10, open the Xbox app and select your gamerpic to open your profile. Then go to Customize > Change gamertag and follow the instructions.
- To change it on your Xbox One, open Friends > My profile > Customize profile > Change gamertag and follow the instructions.
If you've never changed it, scroll to the bottom of the page and click on Contact Us to chat with Microsoft Support.
http://support.xbox.com/en-US/my-account/manage-gamertag-and-profile/change-xbox-live-gamertag