Your Xbox gamertag is created for you the first time you sign in. If you don’t like it, you can change it once for free. Here’s a way to do it on your Xbox One console:
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Press the Xbox button on your controller, then select System > Settings > Personalization > My profile > Customize profile.
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Select your gamertag, then select it again to type a new gamertag or select one from the suggested list.
Change your gamertag another way or manage your Xbox profile