You should wait and deal with it at check-in. At least your last name is correct and most likely your first name will be corrected by the check-in agent. As your itinerary does not involve the US there are good chances that it will be solved or you will be allowed to travel with your initials as first name.

Trying to do a name change in advance on a non-refundable ticket is bound to go wrong and end up in you forfeiting the ticket, i.e. there is nothing you can do now.