Our courses feature is pretty new. We don't have a way to easily change URLs at the moment, though we do intend to do that.
If you have not sold a course yet, you can delete your current course, and then create a new course, with the new URL.
First, please back up all your work, including the course manuscript, and what you have written for "Course Info" etc.
Then, create the new course, with the new URL.
Once you are happy with the new course, you may choose to delete the old course by going to your Course Tools menu, clicking on "Admin," and the selecting "Delete Course,"
Instead of deleting the old course, you also have the option to hid it, by putting it into Stealth Mode, by going to your Course Tools menu, clicking on "Admin," and the selecting "Stealth Mode."