Don't change your middle initial on just one document. This is a hard lesson learned by a friend of mine who then had to change her passport, driver's license, and reapply for a Social Security card.
Also, don't let any bad nicknames live too long, and when they do die, go into the witness protection program. Or at least make sure people who know your embarrassing nickname have no reason to remember it.
Names can stick. But what also sticks are the names you have in your head, especially if part of your life was not your "best moment." What Satan wants to do is stick you with the names of regret, defeat, and shame.
But what Jesus Christ came to do, and he lived his life and death to do, is provide new life for you. Abundant life. Forgiven life. Peaceful life that has purpose. 2 Corinthians 5:17 says, "Therefore, if anyone is in Christ, the new creation has come: The old has gone, the new is here!"
So take those old names and throw them away. Because when you have new life in Christ, you have a new name--child of God, whom he loves and adores.