I fully plan to change my first name at some point. I think the only reason I haven't already is due to the amount of steps and red tape it's going to take; it requires getting approval from a court, visits to multiple government offices, and then there's the matter of all the places my name currently appears (mortgages, credit cards, loans, a business, etc.) that would make it a very lengthy and tedious process. Thankfully it's a lot easier to change your last name, which I did ~15 years ago for emancipation purposes.
There was a similar thread ages ago and my feelings definitely haven't changed:
My real name is pretty... weird for lack of a better word, but I rarely sit and think about my own name and am obviously used to people using it to address me.
It'd be so useful if it was easier to change your first name and there was some system in place that allowed, say... a free and easy one time name change once you reach adulthood. That way we wouldn't have to rely on someone else to choose the name we're going to have for the rest of our lives, especially if our parents are somewhat out there and opt to choose a name that fits them better than it fits the person it's intended for, you know?