It sounds like your account may have been compromised.
You can correct your name under Settings - More settings - Mailboxes and select your Sky mailbox. There you can correct your name.
However, as I say, I suspect someone has had access to your account (did you reply to an email asking to confirm/update your email?) so I would change your password, https://skyid.sky.com/resetpassword/email and check for any other changes they may have made.
