It is difficult. I wasn't born with a middle name, and I hate my first name. Two years ago I found the perfect name for me, but I knew my family would refuse to use it seeing as they have known me by FN for 28 years. That's why it is my MN. All my legal documents, accounts, credit cards, etc. are required to have my FN. It's confusing to people, but fortunately I'm moving out-of-state tomorrow and will be able to start fresh. I requested to have my full name printed on the checks and debit card for my new account so there will be less confusion. I can sign my name as first initial-MN-LN as long as I do it consistently.
If you were born with your MN I assume it would be easier. Like I said, my family refuses to call me by my MN, but my husband has been using it and is comfortable with it.