@CPlus @cocomac Once your account on MS is created, MS doesn't track your username changes on SE. It's debatable as to if it should, as they are separate accounts, not to mention that you can have different usernames on each SE site. You can change your username on MS from the
Account Settings page. In order to change your username on MS, you need to have set a password on MS, which your MS account won't have, yet, when you have created your MS account as associated with your SE/SO account. To add a password to your MS account, you first have to provide a valid email address (in the second email field which just has a "Save" button; don't mess up, you get only one chance to set it). After saving your email address, you need to sign out from MS, and then go through the "Forgot your password" process, which will send an email to the email address you provided, which is why it needs to be a valid email address. The email will have a "Change my password" link. You then need to go to the URL in that link, enter a password and confirm it. You will then be able to change your username.