Right now in MKWii there's only the "Player" nicknames and miis
If I recall correctly, the only way to use a different name in Mario Kart Wii is to create a new Mii using the Mii Channel.
Make your mii through mii channel, you can get it through NUS downloader, make sure you use the pack WAD option.
Then move the wad in your usual game folder.
I wouldn't use nus downloader. I would just download a dev build to perform a system update.
I've tried downloading the mii channel.wad but it shows black screen when I try to load it.
As Craftyawesome said, it's easier and more reliable to just perform a Wii system update.
Ok, resolved by using Dolphin 5 instead of 4.0.2
The mii channel run and I've successfully created miis