Unfortunately, it isn't possible to change the SharePoint Online domain name for your organization in Office 365. For example, if the name of your organization changes from "Contoso" to "Fourth Coffee," you can't change contoso.sharepoint.com to fourthcoffee.sharepoint.com.
To use the domain name fourthcoffee.sharepoint.com, you would need to purchase a new Office 365 subscription and move all email, files, and any other data you want to keep to the new subscription.
Note: To change the name of a site, for example, from https://contoso.sharepoint.com/sites/sample1 to https://contoso.sharepoint.com/sites/sample2, you need to create a new site and then move all the content from the old site to the new one. For info about moving items in document libraries, see Move or copy items from a SharePoint document library.