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The place(s) you want to change are in the language files (./language/
{yourlanguage} folder). There's a file called user.php that you can edit using a text editor like Notepad++, notepad(if you're desperate

).
The main place to change is around line 28 (in XOOPS 2.5.4 or 2.5.5) is:
define('_US_NICKNAME', 'Username');
Just change it to something like:
define('_US_NICKNAME', 'Gamer-name');
There's a few more places further down in the user.php file where error messages are displayed that include the term 'Username' - you might want to change those too so if a user doesn't enter a correct name, etc. they'll get 'consistent' terminology...
After you edit the file just copy it back to your XOOPS server (in the same folder) and it should take effect. Note that if you have caching enabled it may take a while for the cache to clear before you'll see the effect of the change. You can 'force' it to change immediately by updating the system module in the Admin control panel.