When you are using the voice remote to talk to your Fire TV, you don't have begin with "Alexa."
Just press and hold the voice button and say what you want. E.g. [pressing button] "What is the weather today?"
But if you really want to change Alexa's name, you can do so through the Alexa app. Tap the menu icon, scroll down to Settngs, select the device you want to change, scroll down to the Wake Word. You'll have three choices for the wake word: Alexa, Amazon, or Echo.