@PreProMedia,
You can change your Windows user profile name, but it can also create unintended problems. I never remember how important that NAME is when I do a new install.
You are referring to a "file," but there are many folders and files that contain preferences. If you are having trouble with particular preferences, let us know.
As you know by now, the path on Windows to the main user preferences for Premiere Pro, version 25.0 is:
C:\Users\[User]\Documents\Adobe\Premiere Pro\25.0\
On your old PC, your username was your full name, and on the new computer, it was your first name. All Windows knows is that the path is different. No, you can't change that in settings. But as Neil says, just copy from old folder to new folder.
For some folders, however, [User] appears in more than that first use. In fact, most preferences are in the folder:
C:\Users\[User]\Documents\Adobe\Premiere Pro\25.0\Profile-[User]\Win
The first use of [User] is created by Windows and is always the name you created when you installed. The second use - Profile-[User] - is created by Premiere Pro, and it is always taken from the Windows user name.
So I think it is easiest to copy the files and folders from:
C:\Users\[Old_User]\Documents\Adobe\Premiere Pro\25.0\Profile-[Old_User]\
to:
C:\Users\[New_User]\Documents\Adobe\Premiere Pro\25.0\Profile-[New_User]\
Even though this FAQ is designed for updates, it is useful for your purpose:
https://community.adobe.com/t5/premiere-pro-discussions/faq-how-to-save-your-customizations-and-update-premiere-pro-between-major-versions/m-p/13624397
Stan