Hey there. When we first log in to the game, we get given a Bungie Name that is the same as the profile name of the platform we logged in with. If that name hits the name filter, we get given a 'Guardian####' name instead, a default name, You can still change your name in settings, but if the name is not being saved, then it is hitting the name filter. One simple reason for this is that you may be trying to set it as your platform name - a name which has already been rejected and can't be used. You may have to just try something else.