Instructions
Launch "Oblivion." Load a saved game and start playing normally.
Press the tilde key -- "~" -- to bring up the console command interface.
Type "player.setfullactorname (name)" -- minus the quotation marks -- to change your character's name, replacing (name) with the name you'd like to use. For example, "player.setfullactorname Bob" changes your character name to Bob. Names containing a space need to be bracketed by quotation marks. For example, the following changes your character's name to Bob Jones:
player.setfullactorname "Bob Jones"
Click an on-screen character while in the command console to bring his reference ID up in the console. Use the same command to change his name, only replace "player" with the character's reference ID. For example, type the following to change Emperor Martin's name to Smarty Marty:
0001E745.setactorfullname "Smarty Marty"
"0001E745" is the Emperor's reference ID as identified in the command console.
Press "Enter" after typing a command to have it take effect.
Exit the command console by pressing the tilde key a second time.