You can change your nickname in the game simply by going into settings :
Then press the edit button to the right of your current nickname. This is also where you can change your Flag:
This will be free the first time you change it. Next time there will be a cost associated with the change.
Attention: As noted on some of our social outlets, War Wings will be removed from stores as of the beginning of December. So, please refrain from performing further in-game purchases. As your enjoyment of said purchases may be short-lived.