I really would like to change my nickname too (it makes no sense now), but it's almost impossible. Since I started on poker, PS never allowed to change the nickname. PS only changes the nickname if you prove it that is affecting your real life, like if you put your real lastname on your nickname. I already accepted that I would never be able to change my nickname there
Thats why i like playing on Unibet. You can have 5 nicknames there and change up to 3 every day. My take is online poker at least at lower level should be all about anonymity. Pokerstars very rarely allow to change the nickname. Its most likely hopeless.