Here's the trick to appear Offline on Roblox on your Windows PC or Mobile Phone and prevent users from communicating with you.

Change Roblox username on PC Changing your Roblox username on a computer is the same whether you’re using Windows or macOS.

To get or change a Roblox Display Name, you should first log in to your Account Info page under Settings, then select the edit button next to the Display Name entry above your Username.