Cloudflare tells you to change your name servers how and do you?

Changing nameservers is only possible if you’ve added an external domain name, like a domain name purchased through us or through a third party. You will be able to change your nameservers from the client area of the domain provider. If you’re using a free subdomain, changing your nameservers is not possible.

okay but what name server do you change?

You need to change all nameservers for your domains. Simply look for a section like “Nameservers”, “Use Custom Nameservers” or something like that. If you don’t quite understand how you need to do that, the help desk of your domain provider will be able to help you better than we can in this case.