Changing options for a single game session
Start a game
Type the command "#options"
Various options will be listed. Select the ones you want to modify, and flip through the pages. At the end, you will be prompted to input your preferred setting for each option.
Changing options permanently
Connect to the server
Once logged in, type "o" to bring up your user's options file - called a nethackrc file
Edit the file to adjust your options
The editor is vi-like. To make changes, hit the "insert" key and start typing. Use the arrow keys to navigate. When you are ready to save your changes, hit the "escape" key, type ":!wq" and hit enter. To exit without saving changes, use ":!q".
For information about the various options, check the Guidebook.