No, not in most states, but it is helpful. Most states allow you to legally change your name simply through usage. You can choose a name and just start using it in social settings and in your business. This is a completely legal name change.ypically, you may legally change your name to whatever name you'd like. There are some exceptions, though: 1  You can't change your name just to escape debt liability or to hide from criminal liability. 2  You can't change your name in order to commit a crime.