Maybe, that's not a technical problem, but I need support. I need to change my nick. So, now I am Valera, but I should be J@[zz] (so changed my nick). But registered I am as Valera. Can I change my log-in without new registration and changing my own settings?

no.

See the 2nd rule in this topic for why not. I doubt Link will make an exception, but you can always ask. Valera isn't such a bad name anyway.