Once your Headquarters reaches level 3 you have the option to build a Command Post. Once built, a hero will join you right away!
If you would like to change the name and/or appearance of your new hero, first tap the hero icon in the top right corner of your base map:
Next, tap the small edit icon in the top right corner:
When you first receive your hero you will be able to change their name and their appearance for free. You can change them again later but it will cost some Shards to do so.