If its giving you an error, it means that you have already used the 1 name change that was allowed or you are trying to use a name that is not permitted. Choose a name carefully so that the system doesn't flag you.
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I don’t know how I could of changed my name already. I have tried to change my name in the past but because I was using cross save it would not let me do it. Bungie had not released the update to change your name for cross save accounts. All I want is to change it to my Xbox user name.
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Having Cross-Save enabled does not affect your ability to change your BungieName. Once your BungieName has been chosen (Either the initial automatic application, or after you change your name using the Name Change option), changing a platform display name has no effect on your BungieName. You cannot change your BungieName by changing a platform display name. If you want to change your XBL ID's display name, you'll need to do so through Microsoft's systems.
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If its changing Xbox user name then you have to change it on the Xbox website. https://support.xbox.com/en-US/help/account-profile/profile/change-xbox-live-gamertag If you are changing your Xbox gamertag for the first time, then its free. Any name change after that its paid.