Hello @Dean Stazer
Welcome to the community.
You cannot change a user's name within Jira when you are using Jira Cloud. The user information is either coming from an external Identity Provider, like Microsoft Active Directory, or the user has an independently set up Atlassian account. In the former case the user information needs to be updated in the Identity Provider. In the latter case the user has to update their Atlassian Account information themselves.
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