I need you to do two things.
First, update your GamerTag, to do so click on "About Me" on your profile (directly above), then click the yellow pencil next to "GamerTag", update it then "Save"
Secondly, you need to click on "HelpDesk" on the top right corner, click the second choice "Request Login Name Change", type in your new GamerTag EXACTLY as it is spelled. Then send the request to change your UserName.
Thanks,
FaceUp!