I'm trying to analyze TCGA RNA-seq data, so i used TCGAbiolinks, I arrived at normalization data step and i obtained normalized counts matrix, How can I change Ensemble gene name into common gene name?

I would use biomaRt (https://bioconductor.org/packages/release/bioc/html/biomaRt.html)

You have the names inside the SummarizedExperiment object.

An example is in this gist:

For hg38 the gene names are retrieved with

values(data)$external_gene_name

For hg19 

values(data)$gene_id

Where data is the summarizedExperiment object, this data was created using biomaRt.