When you create a Twitter account, you must provide your real name and a username. Your username is what appears in your Twitter profile URL (for example, http://www.twitter.com/susangunelius) and at the top of your Twitter profile page next to your picture or uploaded image of choice. Your username is also used in @replies. With that said, it's important that you choose a username that you're happy with as it will become your Twitter brand.
If you need to change your Twitter username, you can do so by visiting your Twitter account Settings page and entering a new username in the Username box. Keep in mind, a Twitter username can only be 15 characters in length and cannot contain spaces.