I used a nickname of mine for a recently created D&D character, but it doesn't really suit her. Can I change her name and keep her EXP? I don't play in any organized format.
Ask your DM.
D&D doesn't have any rules about naming your character, other than that they should probably have a name, even if it's just The Man with No Name. Many groups don't even take in-fiction names very seriously, and just use players' names to refer to their characters.
Your DM will probably shrug and say, "OK, whatever" unless they've got a lot of documentation and/or play logs already written up with the old name in it, and since you're only level 2 that's not likely to be a big problem.
Think of it like the real world:
You decide one day you don’t like your name so you tell everyone you’re changing it. What happens?
Anywhere your name is recorded you’ll have to get it changed or they’ll still refer to you by it. Say, the local government or trade organization.
Your friends and people who know you might forget and call you your old name or they may do their best to honor your wishes.
Any new people will only know of you by the name they are told.
Does your world deal with true names, such as through magic? Maybe one or the other names is actually your true name or maybe it’s something entirely different. That could be interesting if it ever comes up.
Of course, all this is an in-universe change. If you and your GM agree that the change is out-of-universe then the name change can be considered to be retroactive and have always existed. Then you can simply treat the new name exactly as you did your old name.
Personally, I think the in-universe name change is more interesting from a role-playing perspective.
In short, decide if you want the change to be in-universe or out-of-universe and discuss it with your GM. If the GM agrees then go with either version of the name change.
There are no rules about names staying with a character. In a situation like a name change, talk to the DM to either have it changed, or role play the character's decision to change her name.
As a reference, you can use Elf Names, 5th edition PHB, which states that Elves are called by child names until they select an adult name some time after their hundredth birthday. So, in-universe, characters taking new names is not unheard of.
Go for it.
If it's an in-character name change, then you'll need to role-play that change with respect to the other players and any NPCs who know you. There are plenty of reasons from history that people changed their name.
Historically, many people change their given names to a "formal" name upon rising to the title of pope or king. The bible shows that several people changed their names when they became believers. Many famous people change their names to pseudonyms.
So you can easily come up with an in-character reason and just role with it.
Out of character
Simply ask your GM. Explain that the concept doesn't fit the name, and you'd like to erase the name, but keep the character otherwise the same. Most GMs probably won't have a problem with this retcon, since it doesn't significantly change the details of your character.
It is up to the agreement you made with the DM. As being a DM, I usually use such things for character-story/background improvement.
The current name you use could be a name;
- given to you by your firends when you were a child.
- picked by you when you are a teenager which do not suits you anymore.
- given by somebody around you whom you do not like. But the others people used to it so do you.
- taken by you back in your mercanary days when you do not want to give your real name since you swing your sword for money.
If you offer this with a such idea, then the DM may also like the idea. Such things makes player background more relaistik IMO.
PS: There are many heroes/villains known by their fake names or nicknames. My favorite character in this context is Sparrowhawk (real name is Ged) from Earthsea, where knowing the real name of a person grants you powers over him/her.