x-box problem

i just got a 360 yesterday,so i'm new to this and i dont have x-box live yet. but this is for when i get it.

i put my name as my gamertag info thing but i will need to change it because it will probably be unavailable.

one of my friends said"too change your name, you will have to delete your profile or it will get erased"

so is there a way to change your name easily or just a way to change it without it eraseing ANYTHING on your gamertag or profile?

when you firstsign in to live you will have a option to change your gamertag