If you have a saved Dynasty, you cannot change the settings on your saved Dynasty, but there is a secret to do so. To change settings on your saved Dynasty, select 'Dynasty' on the main menu, then select 'Start new Dynasty'. When it says "Starting A New Dynasty Will Delete Your Saved Dynasty Are You Sure?", select 'Yes'. On the 'Dynasty Settings', pick the settings you want on your saved 'Dynasty' but do not confirm. Now go back to the main menu and select 'Dynasty', then select 'Continue'. Select 'Settings' and you should see the settings have been changed on your saved 'Dynasty'.