Change Name on the lock screen in Windows 10

 Change the Account Name using the User Accounts settings 

1. Open Control Panel.
2. Under the "User Accounts" section, click the Change account type option.
3. Select the local account to change its name.
4. Click to Change the account name option.
5. Confirm the new account name on the Sign-in screen.
6. Click the Change Name button.

After you complete the steps, sign-out of the current session, and the Sign-in screen should display the new name.