There is a man in my town who's parents named him Santa Claus. He hated it and had it legally changed when he turned 18.
My father in law's first name was Crescenzo. He was born immediately after his parents arrived in the US. When he started school the teacher had trouble pronouncing his name and gave him $.25 to go have it changed. It ended up being Chrissie and he kept the name the rest of his life.
Apache