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I do not have a cite, but when I lived in Ann Arbor about 25 years ago there were folks advising people that you didn’t have to go to court for a name change, you just had to start using the name. This advice was from a women’s advocacy organization that was primarily giving this advice to women who were being married or divorced, although the applicability seemed broader. I can’t vouch for the veracity, or its applicability in 2008.
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To the best of my knowledge, the common law allows one to adopt and use any name they choose to, so long as there is no attempt to defraud. That is, you may decide that you’d rather be Brad McStudley than Wilfred Cholmondeley, let those around you know that’s your preference, and begin answering to Brad and not to Wilfred.
On the other hand, nobody is compelled to accept your choice. “Changing your name” in an ex parte petition before a judge places on legal record your choice, and may be used to compel, e.g., your bank, your employer’s personnel records, the skeptical bureaucrat at the driver’s license bureau, to rfecognize that the former Wilfred Cholmondeley is now officially and legally Brad McStudley.
Attempts to defraud might include trying to avoid paying debts tied to your previous name, claiming that you are the “Cecil Adams” who writes the Straight Dope column, claiming that you are William Gates who runs Microsoft rather than William Gates (ne Stanislaus Cracowsky) who runs the third shift at the Burger King across the road from the mall, etc.
Some jurisdictions, however, may have definite statutes relating to the assumption of a new name – which would override this. Exceptions are often spelled out in law, such as the right to assumption of a new surname at marriage, in an adoption, or on divorce [which might be reversion to an old surname].
All the above is TTBOMK, with no cite backing me, and I’d very much appreciate Gfactor or another person with clear knowledge of the legal ramifications specifying what they are.