Your user name is not automatically your nick name in a Challenge.
One reason for this is that many users log in with their real name in the app, but want to remain anonymous in a Challenge.
Also, the nick name in a Challenge is freely choosable (in contrast to a user name, which can only be assigned once and is unique).
You can assign or change the nick name here:
Progress > Settings (little man in the circle at the top) > Edit (at the top).
Do not forget to hit save!