Changing one's name should be a matter of personal choice based on personal circumstances.
While this board can give you help on how to do it and where to acquire the legal forms to do it, you really should be asking those people closest to you how they might feel about calling you by a different name. Strangers can't tell you what you should do, because strangers don't know your personal circumstances.
As for whether name changing is commonly done. Yes, it is. For generations women have been changing their surname upon getting married.