So...
I wanted to make this as easy as I could. You could delve into settings etc...
Cortana needs a name to call you. You can't leave it blank, but you can change it easily.
Open Cortana, in the search field type "Call me Steve" (no quotation marks) or Jim or Sally or Rocket McCool... Whatever you DO want her to call you.
Type in "Call me X" and hit enter. It will walk you through the change in name. Easy Peasy. Tested working on laptop and phone.
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