I think that this thread could prevent confusion, but I'm not sure if it's important enough to merit a feature or sticky status. My suggestion is to see if it doesn't die in a short period of time (my post is helping it not to), and if it does (which, to be honest, I think it might), that will be the end of that.
Even if it doesn't, I'd still recommend just leaving it alone. If users change their names often enough for this thread to be useful, then we wouldn't need to sticky or feature it because it would get enough posts to support itself and remain active, no?
Also, that is a good point about users just writing "Formerly X" on their walls when changing their names. Those curious enough to look into it will just go to their walls for a hint, see that, and the confusion is gone.
EDIT: Dafuq, this got moved to General while I was typing my post. Who moved it, out of curiosity?