When you first launch Fall Guys, you’re given the option to start playing immediately or provide information to create a full Epic Games account.
If you opted to start playing immediately without creating an account, then a "nameless" Epic Games Account was created so you could play, but that account lacks some information: it doesn’t have your email associated with it or an Epic Games display name
If you'd like to change your Epic Games Account Name you can do so on your Account. You can find details on how to do this here.
If you need further help with your Epic Games Account, please reach out to Epic Games Player Support and state that you have accidentally created a "nameless" Epic Games Account linked to Steam or PlayStation when you already had your own separate Epic Games Account. Please provide as much detail as possible, including your Steam or Playstation email and your Epic Games Account email.