There's a possibility to change the name of your characters by talking to some special NPC.
There's one of them in Daguereo, a small town digged in a moutain on a island, on the S-O of your map.
But you'll need to have a rare card in your deck (I do not remember the name -sounds like a famous explorator- but it figures an pixellated FF5 character). If you have this card, this guy will ask you to show it to him. Accept, and he will be so happy he offers to change the names.
Perhaps there are other characters who can do that, but this one is the sole i found.