You can change it, but only if you make a new account. That isn't suggested though because you'd have to start your penguin adventure all over again.
Chat with our AI personalities
You cannot change your penguin name on Club Penguin.
You cannot change your penguin's name.
This is not really possible.
captain crunchnuggetjack (jackhammer)cornflakedaisy
Clues in the name: club "penguin