This article explains how to change Alexa's wake word (the thing you say to get Alexa's attention) on the speaker itself, and how to do it using the Amazon Alexa mobile app.
How to change Alexa's name
Your Amazon smart speaker, such as the Amazon Echo or Echo Dot, is smart enough to help you change the wake word.
Activate your speaker with: “Alexa, change my wake word.” or something similar.
Alexa will respond with, “I can help you change the wake word for this device. Should we do that now?”