Wait.
Bungie covered all of this in their TWaB newsletters just before cross play was introduced.
Bungie are planning a method of changing your tags but have not confirmed a date.
Keep a eye on the weekly TWaB newsletters for any information as that is where we will hear anything about this first.
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Yep, in the meantime I guess you just have to broadcast your real name to everyone online. No biggie :) Don't worry, Bungie will get around to name changing in a few months/years (hopefully), so you have nothing to worry about. Your problem has been resolved.
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Yea, jeez. Isn't it awful. Your real name online. You definitely can do a lot with that. That's practically the same as giving away your bank account and routing numbers or social security number...