I started playing on Steam without making an account here so I was given a generic username.
When I try to change it on the Bungie website, it tells me it saved. However, when I try to leave the page, it tells me I have unsaved changes and once I leave, everything reverts back to what it was.
I've tried Chrome and Firefox, just to ascertain whether it might be the website bugging out but I am not sure what the problem here is :/
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That usually means the name you chose triggers the name filter.