Why can't I change my name on Facebook?

Facebook probably thinks you’re a spammer. Turn aside your wily ways!!

Seriously though it’s probably PEBKAC

(Problem Exists Between Keyboard And Chair)

This sounds like the answer should be found in the FAQ of Facebook Help

Names can’t include:
Symbols, numbers, or unusual capitalization or punctuation
Characters from multiple languages
Professional, religious, or military titles
Words, phrases, or nicknames in place of a middle name
Offensive or suggestive content of any kind

Source

I think the maximum number of name changes allowed is 4 (i.e., 5 names total). They do let you change your alias, though – I’m not sure if there’s a limit associated with that.