Get a new email address and register it with a new nick.

I'll like to change my nick name to " Palacio21"

The name you use in-game & on the forums is your username.

i want to know how to change my nick name not user name.

i didnt kno that

DRILL

does it matter if i got a ban / demerit report if i wanted to transfer my name? because i sent an e mail to flyordie... but they didnt answer

Yes it is possible the nickname move.  
However you should have the nick paid, having the nick paid you verify your ID and it informs to the FlyOrDie.  
Sending an and-mail for support@flyordie.com
Put the number of his one ID 
its nick present  
its news nick