Windows 10 puts my first and last name to lock screen. How to avoid this?

First, either right-click the start icon and click 'Run' or press WinKey+R to open the run prompt.

Next, type 'NETPLWIZ' and click OK.

Click the user account you wish to edit, then click properties.

From this dialog you can then change the Username and the Full Name of the user account.

Relog to apply your changes.

Edit: Looks like as soon as you log back in it is overwritten with your full name from your email address.

To get around this, log into your account at https://account.microsoft.com/.

Click 'Edit Name', and in the Surname input hold the 'Alt' key while typing +202A using the numpad for the + and digits.

If this doesn't work, you probably can't input hex unicode without using a tool such as Unicode Input. Simply repeat the steps but once the Unicode INput dialog displays, enter 202A and click OK.

It won't look like a character has been entered but clicking save will save your account with a blank surname.