I've changed my nickname from my profile with that link.  I figured out, why i couldn't change it before. Because i haven't got my space. After getting my space view profile option is appeared, from there i filled display name and new nickname which are required fields.

Although i signed in with my e-mail account after changing my nickname, my old nickname is displayed. I checked out my profile to make sure it is changed. It is indeed. I will try to join another group, and see if it works.