Hey there! Welcome! What do you mean by “change my profile”? Your avatar picture? Your personal details, such as your birthday/gender? Create a profile post?
In the upper right corner, you should see your username (just before "Inbox" and "Alerts.") Click on your name and you get a drop down menu with lots of options to change like Personal Details, Signature, Preferences, Alert Preferences, etc.
Have you changed your name recently? If so, try to go into the lobby and it should fix itself. If not, the website has been a little buggy lately and has made many people Steves! It should fix itself out in time.
As soon as you change your skin and go to the Lobby online, it should automatically change. Right now, there's a glitch, so unfortunately it may appear as Steve anyway.