I like it too. You can change your nickname on loads of other games that didn't support that option too as I've noticed recently. And that image you've included looks like great idea but I would make it available only for people with ToriPrime and so on. For regural users I would make some sort of "changeboard" on the main page on forums (just like those long announcements you often see by the big exclamination mark) where you'll be noticed who of the people you've messaged lately has changed their name.

Also Chirox's idea is cool too but regardless of this setting you would see which person you've messaged recently changed their name... You know, for the safety of people getting scammed and so on. I don't know if my idea is really useful but I'm just dropping my opinion.