UPDATE: This no longer works. I found out even just changing the title (not even your author name) will not let you keep your book anymore.For the love of me, this is hard to find on the internet, so I am going to share it here with you.
How to Change Your Author Name or your Pen Name.If you just started out and were using your real name and wanted to change it to a pen name, or vice versa, you can but there are repercussions to not doing it right. The last thing you want is for Amazon to separate out your books and steal away the reviews, and hope they put them back. You don't have to deal with any of that crud if you do this right.
This only covers Amazon, and you will still have a trail to your other name this way.The process is simple, just don't rush it.
Step one, go hit your covers and manuscript!
Covers: If you plan on just changing your name, you'll need to change the name on the cover. If you plan on changing the title too, then you'll need two cover changes. One with the new name and the old book title, and one with the new name and the new book title.
I hope you still got those original manuscripts you uploaded to Amazon. Go in and change the author name. (This is also a good time to update any backmatter you want to that is outdated as well or links to your new author website.) Do not change anything else but backmatter or your author name. THIS IS IMPORTANT.
This is super important. Only your backmatter and author name. If you change your author name and the book's title at the same time, Amazon will take it's sweet time holding it in it's draft status then send you a fun letter telling you they made your book into a new book. 
Reviews may or may not carry over one day.
If you change too much in the original book too (I think 200 words?) they will also consider it a new book.Go into your KDP account and go to your detail page. On your author name, replace it with your new author name.
Move to the next page, upload the manuscript with the author name change, and upload the cover with the author name change.
Publish.
Wait.
After a few hours, sometimes less, sometimes more, you can go to amazon author central. Select the book. When Amazon asks if it is your book, hit yes. You then will have a new author page with your new name.
Do that individually for each book you want. Always remember to claim them on Author Central so life is a lot less messy.
Now if you wanted to change a book's title as well? Here is that extra step.Go back to your manuscript where you changed your author name. Now, change your title's name. To be courteous, you can also put previously published as ______ in it too for readers.
Go back into KDP account and edit book details. Go to title and change it to match the manuscripts new title.
Go to the covers and put in the cover with not only the changed author name, but the changed title too.
Upload the changed manuscript with the title change now too.
Publish.
A title change doesn't need any extra work in author central.
As long as you are good and take it slow, Amazon shouldn't mess up your book.
In a nutshell:
Change cover, manuscript, and details only for new author name.
Claim your author name in author central by selecting your book.
Change cover title, manuscript title, and detail title if you want to change the name of your book too.
*You can have brand new covers if you want. Amazon is just particular about Author name and book titles.
