Recently, by mistake, the private key of my name delta is a friend, and I would like to know how I change, thanks for the attention.
It doesn't matter if your private key is your friends and there's no way for changing the private keys. You can easily create a new wallet with myetherwallet.com you only have to keep the private keys, you can print it on a plain paper so that it will be more secured. And after creating, just send the remaining coins you have on that wallet.
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He's right, be careful with those phishing links they really look like the real one if you don't read the URL properly.