I haven't heard anything about changing Psn IDs on PS4. I'll go poke around and see if anything turns up.
The closest thing I have seen is that you have the option - I will repeat that - the OPTION of using your real name (visible only to your Facebook friends), if you OPTIONALLY attach your Facebook account to your PSN ID.
Now, is changing out the PSN ID on the PS4 a possibility? Sure. Would it be nice for some? Definitely. Is it likely? Personally, I do not think so at this point.
That said, if I were Sony, I would make it a PS+ only option, so that there's one more piece of the paper trail. Otherwise, I can see it getting quite messy quickly.
I'm not saying that only PS+ members should have the privilege - I am just saying that there should be some sort of checks and balance system to avoid rampant abuse (and, no, a paywall like charging for the name change doesn't count). Maybe tying game licenses to your name change (via PS+, as an example) would somewhat deter that, but I really don't know.
No, you're unable to change your PSN ID but the one you made looks pretty catchy and I recommend you to try sticking with it.
Customer Service - 1-800-345-7669
Account and Billing Support - 1-877-971-7669
Sony Rewards - 1-888-715-7669