A ROBLOX Username is the associated name with your account when you created it. This is required to login to your account, as well being the unique identifier of your account. No two players can have the same Username, and as such, is completely unique.
Changing your username on ROBLOX is an easy, but expensive process. Changing to a new Username requires a cost of 1000 Robux to change, so make sure you’re willing to part with that Robux in order to amend your name.
You can change your Display Name for free, once every seven days. This is how other players see you in-game and isn’t unique to one player. This allows for players to be seen as their desired name, without incurring the costs like Usernames do.