Hi there.
While its possible to change your Microsoft account USER NAME,
I HIGHLY advice against that!
A lot of settings, games, files etc, has your user connected to it and WILL cause issues when you change your CORE Windows Account name.
However, there is a simple way how you can change your Windows account "name" that you use and is visual to others.
There is something called "Aliases", which does exactly what you want. BUT, your PC has your "real" account name. You have the same password/code to all your aliases!
https://support.microsoft.com/en-gb/help/12407/microsoft-account-change-email-phone-number
You can add any email, number or name, that you wish to use as your Microsoft Account Name. The name will be what gets shows in Xbox, forums, Microsoft Account info, etc.
If you only want the Microsoft Account name to be your name, you can do so very easy, in Microsofts Account webpage.
You will still have your current Account name as user name on your computer, ONLY.
Hope this helps =)
Here is how my Microsoft Account looks like, and the name I use. (My windows user folder is something else).

Everything, except your user folder in Win 10, will have the ALIAS you choose.
The ALIAS is meant to add security, since knowing your real Microsoft Account User name, is a very common part for hackers and viruses to use to in attacks. Your Alias completely breaks that possibility.