The rename your login url to secure your wordpress website Codex has an outline of what permissions are okay. File and directory permissions can be changed either straight from the source through an FTP client or within the administrative page from the hosting company.
I might find it a little more difficult to crack your password if you're one of the ones. But if you're one of the ones that are responsive, I might just get you.
You first need to create a new user, before you can delete the default admin account. To do this go to your WordPress Dashboard and click on User -> Create New User. Enter all of the information you need to enter.
Note that you should only try this last step for setups. You need to change all of the table names inside the database if you might like to do it for installations.
Of course you can set up plugins to make your store more user friendly like backup plugin or share buttons. That's all. Your shop is now up and running!