caller ID help please

I just got a new phone and a new sim card, I tried it out calling my house and the caller ID came up with a different name then mine.
Is that from the sim card or the phone and how can I change it to show my name?

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Is that a new phone number? If it is, wait a couple of days. The phone company need to update their NAM lists.
If it is a number you have had for a while, contact AT&T customer service.

it is a new number I have had for about 3 weeks but have not used it because I had to send the phone back and just received a new phone.

Call AT&T and have a Customer Service rep update your information in the billing system. It should only take 24 hours for the change to take effect. If it doesn't work after a Customer Care rep makes the changes, contact Technical Support as they can make the changes directly via the network.