String are immutable in Java. You can't change them.
You need to create a new string with the character replaced.
String myName = "domanokz";
String newName = myName.substring(0,4)+'x'+myName.substring(5);
Or you can use a StringBuilder:
StringBuilder myName = new StringBuilder("domanokz");
myName.setCharAt(4, 'x');
System.out.println(myName);