Starting October 18, you'll be able to!!
Did you sign up for Etsy using a goofy name, or maybe just one you regret? Ready to let it go? Of course, you won't be able to use any Etsy shop names which are already in use, but if you have a new, unique name in mind, you'll have the chance to make it yours! If you'd like to use proper capitalization in your shop name, you will be able to do that as well, however Etsy is still not allowing any spaces in the shop name, so multiple words will remain run together. You will be able to change your shop name ONE TIME, however if you want to change the "case" of your name now and then later you choose to completely change your shop name, you will be able to do that; changing the "case" (i.e., from all lowercase to upper and lower case ... prairieprimitives to PrairiePrimitives, for example) will not count as a name change. Your old shop URL will redirect to your new shop URL (changing your shop name changes your shop URL as well), so you won't end up with a bunch of broken links all over the internet! Read more here!
It also appears that Etsy is re-visiting the whole personal name thing again. If you've signed into Etsy today, you may have been greeted with a pop-up that offered you a chance to change the way your name will be displayed. If you're in business with someone else, consider adding their name to this display name! And, of course, you can opt out of showing your name as you've been able to all along. I don't know, however whether Etsy will automatically begin showing your name if you have previously opted out of doing so. Here's the forum discussion about these changes and this answer (and others) may be in there; it's already up to 20 pages and I don't have time to read all of that right now.