Because of the app’s anonymity, it will auto generate a Username and PIN for you upon installation. To change the assigned username, simply go into "My Account", Settings, then select "Display Name" to change it to one of your choosing.
After you type your desired nickname make sure you click "Done" on your keyboard to save the change. You may also select "Save" or "Cancel" within the Display Name prompt box.
*Tip: If this does not work for you, please try creating a new Whisper and then reset the PIN.
Click here for more information on: PIN.