Earlier it was impossible to change the nick name on Facebook once set. Now Facebook gives one more chance to correcty it, but only once:
All you need is to make use of username section on https://register.facebook.com/editaccount.php?ref=mb&drop
Facebook will warn you again that the action cannot be undone:
Choose your new username carefully. You can only change your username once.
And one more final time:
[...] is available. Remember, you can change your username only once. Are you sure you want to change your username to [...]?