If all you want to do is change your Alias (screen name)....you can do that through your Account settings. No need to delete and recreate your Account.
Go up to the top right corner of the website, click on your User Name.
Once you are on the My Account page, click on the Alias link on the left-hand side.
This will take you to a page where you can change your Account Name to something else. You can only do this a limited number of times, but I believe everyone gets 1 free alias change.
Perhaps of note: Your 'name' on your account only really matters on the forums. That isn't your character's name...once the game releases and you can actually create characters, you can name them whatever you want.