I got a 3DS XL for Christmas. However, the only things on the eShop in Costa Rica are updates! I can't change my NNID region, and the eShop refuses to load when the NNID region and 3DS profile region don't match. How do I change the region without deleting my NNID?
You don't have to delete your current one, but you do have to create a new one. According to nintendo support, "Nintendo 3DS family systems can only support one Nintendo Network ID at a time. However, you can format the system to deactivate the current NNID and create a new one. (The existing account and purchases will not be deleted, and can still be re-linked to the same system in the future.)"
Also, it is necessary for the system and NNID country to be the same. Other useful information can be found here.