After announcing Cross Play it, Sony is now discussing PSN Online ID changes.
PSN Online ID changes are coming but they will be in the PlayStation Preview Program. This has a catch though. As with MS, the first change is free and subsequent ones cost $9.99 and PS+ members get a 50% discount.
Changes to online ID can be made through the Settings menu or via the Profile page of your PS4.
When you change your online ID, you will have the option to display your previous ID with your new ID, so your friends can recognize you. Once you decide to display your old ID or not, you won’t be able to adjust this after completing the online ID change process.
The interesting part is the game compatibility portion:
This feature is compatible with PS4 games originally published after April 1, 2018, and a large majority of the most-played PS4 games that were released before this date. However, please note not all games and applications for PS4, PS3 and PS Vita systems are guaranteed to support the online ID change, and users may occasionally encounter issues or errors in certain games. If for any reason you experience issues after changing your ID, you can revert back to your original ID for free at any time (you will only be able to revert once during the preview program). Reverting back to an old ID will resolve most issues caused by the ID change. In addition, when this feature officially launches, a list of compatible games published before April 1, 2018, will be provided on PlayStation.com for reference before you make a change.
Full rollout is planned for early 2019.