New
#1
There is no simple way to do this.
One route is to add a new local account with the name you wanted instead to have it's user profile folder named that. You can then switch it to a Microsoft account if you like. Make sure you immediately change the new account to be an Administrator otherwise it will only be an standard user. Once you are happy you can copy over files and data and eventually delete the old account if you wish.
If your programs were installed for all users then they will all be accessible to the new accounts so you should not need to install them again. In some cases you may have to create new program shortcuts.