IIRC, Teller is the magician’s legal name.
As an aside, I used to babysit for the kids of one of his cousins in the late 1980s. Back then, he maintained absolute silence in public, and family had been instructed no to tell anyone whether he actually could speak or not.
More, on the OP’s topic, changing you name isn’t that big a deal, if it’s something you are broadly known by, because the public has an interest in you using legally what people recognize as your name.
My name got misspelled on my birth certificate, a fact that I did not learn until my parents applied for my first passport when I was 9. My first passport uses the misspelling.
I got my learner’s permit to use the spelling that my parents intended, and which I had used for everything all my life, by showing a report card. So then it was on my driver’s license, and when I enlisted, it was on my dogtags and military ID.
But some functionary at my home unit set to changing everything on all my records to reflect the misspelling, because it was “on my birth certificate.”
So I asked the city clerk what I needed to do, and all I had to do was demonstrate that I’d used the one spelling all my life, and they’d issue me a corrected birth certificate. All I had to pay was the fee for the new birth certificate. No court date, or anything.
I asked if it would be that easy to “change my name.” Which is when she told me if I was changing it to something I was generally known as, depending on the circumstances, it might be very easy. The process was only hard if I were changing it to something brand new, because they wanted to make sure I wasn’t trying to commit fraud, then trotted out the line about “public interest.”
Lady Gaga might not be on her birth certificate, but if there’s ever a arrest warrant in her name, or a BOLO, for whatever reason, people should just be able to say “Lady Gaga,” without a long explanation of whom they are actually seeking.