I think that in a rational society everyone should feel free to choose their name, and doing so should be a normal and expected rite of passage.
It makes way more sense to choose the sound people make when they refer to you, than having your parents choose it for you before you’re even a person yet.
Super easy in the UK, you just fill out a form with two witnesses, and hey presto.
Some organisations like banks want a special version of the form you need to pay £50 for, but otherwise it’s free and requires minimal interaction with the government.