esim

If you "first" eSIM is locked and you want to add another. Then remove your blocked eSIM card.

Go to: Settings > Cellular > in the eSIM category, select Delete eSIM.

You should now be able to add a new eSIM.

Otherwise, you must contact your carrier and have your blocked eSIM unlocked.

Unfortunately, it cannot be changed unless you already have a physical SIM card in it. Then the eSIM will choose to "connect" to the secondary IMEI number. If you only use an eSIM and have no other SIM cards attached, your eSIM will connect with your primary EMEI number.

If you mean the Labels that you can assign to your SIM card, e.g. Personal, Work, Travel etc., then you must have at least 2 active SIM cards before the different Cellular plans can be assigned labels.

You can read more about how to use Dual SIM and eSIM here:

Using Dual SIM with an eSIM - Apple Support