If you are planning on changing your Reddit username because you made a mistake, or created an account few decades ago and didn’t like the username, you can’t really change the username and is set in stone.
But…
There is certain things you can change. One of the is your display name. However, if you signed up for Reddit recently and used a social network to do so, you will be able to change Reddit’s self assigned username. That’s the extend you are given. But, even that, you will have it forever and won’t be able to change it later on.