I don't know and I don't want to be called Steve anymore.
3 Answers
The answer to this is simple. All you have to do is go to the options menu.
As you can see, the first option is to change your name.
However, if you are using Windows 10, then you can't use this method. There doesn't seem to be a concrete method, though it may be possible through changing your gamer tag.
2Just check out the options screen. You can change your name under the first screen. Also, from 0.11, you can change your skin (Steve, Alex or custom skins).
Go to the settings and click the profile picture. The first option will be name or username. (Only for iPad.)