For LDS Tools and the Directory, talk to your ward membership clerk. They can make the change. I've yet to see what changes the name shown when you log into ldsaccount.lds.org.
Have you searched the Help Center? Try doing a Google search and adding "site:churchofjesuschrist.org/help" to the search criteria.
So we can better help you, please edit your Profile to include your general location.
The reason why I want to change it is I'm transgender and I prefer to be addressed by my name preference instead of my legal name. I've come back to church after 15 years after my family disowned me, I really missed it.