We don’t allow these nowadays (also we don’t allow no Country selected) but in years past a good number of people created such profiles. It was possible to do it and maybe still is.
You can’t post in the forum but if you try you get prompted for a name then. So you can set the name on your first post.
The problem is that many people have never posted…
And you can’t receive PMs because no username is presented to the person trying to send you one.
Apart from the above, I don’t think there is any way for a user to configure their username some time after they created their profile. Admin can do it for you however – use the Contact link at the top right of the page.
Note that usernames cannot contain a space or a full stop (a dot).