Do you know anyone with identity issues with their given name?

I have been thinking about legally changing mine and I don’t know how or if I should go about doing it. It isn’t weird or anything I just don’t feel it fits me and I often cringe when I introduce myself. It is quite boring and absolutely wrong for me.

I have been going by a nickname I got as a teen so that would be my new first name, but how would I go about choosing a last name?

I’m also afraid everyone will laugh at me, especially family, when I tell them I legally changed my name. How would you deal with breaking the news to people or explaining this decision?