https://www.cnet.com/news/you-can-finally-change-that-psn-name-the-12-year-old-you-thought-was-cool/

The company noted that games published on or after April 1, 2018 were created to support the new feature. PSN included a list of tested games -- those with no issues, some issues and those with critical issues.  

"Do keep in mind that the large majority of most actively played PS4 games support the feature," Shuman said in the blog.