What effects does changing the name Ps4 have?

I really want to have my Ps4 username completely changed and you can do it for free. Now there's something about mistakes and such. I'm afraid that the progress I've made at Warface will be erased and I'll have to start again. Have you ever changed your name? Has progress been deleted (especially with Warface) and is Warface now called as it was called?

I don't think I have changed it earlier, but I think it's best to do some research on the internet again