You can change your profile information (e.g.: name) by logging into the https://www.s1.umbraco.io/ using the same credentials that you use to login to https://training.umbraco.com/ (as the login is connected between those 2 platforms), then in the top right corner click on the user icon, and from the dropdown select "profile". Then you can edit your information from there.
Once done, log out of training.umbraco.com and log back in, so the new name is reflected. However, for the updated name to show on the certified developers page (if you have any valid certifications), it will take around 24 h to change.
For more information about this, please visit the FAQ: https://training.umbraco.com/explore/faq