All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad, sallallaahu`alayhi wa sallam, is His slave and Messenger.
There is nothing wrong in changing your name to another name that you prefer, as you mentioned, but the permissibility of giving a name does not require that it be something mentioned in Islam, in the Quran or the Sunnah, or be among the names by which the companions or Tabi’is (generation that followed that of the companions) named themselves with. The basic principle in the matter of naming is its permissibility, and no name is prohibited except those in which there is a religious prohibition, which can be summarized as follows:
1) If the name implies servitude/enslavement to something other than Allah such as ‘Abd Ar-Rasool (slave of the Messenger), ‘Abd Al-Masih (the slave of Christ), or ‘Abd Al-Ka‘bah (slave of the Ka‘bah).
2) If the name is peculiar to Allah alone or one of His Attributes with the definite article “Al” prefixed to it such as Ar-Rahman (The Most Merciful), and Al-‘Aleem (The All-Knowing).
3) If the name means something reprehensible, such as Harb (war), Murrah (bitter) and Hazn (rough, hard natured).
4) If the name is coquettish and has no meaning.
5) If the name implies self-praise.
6) If the name is peculiar to the disbelievers and dissolute people because being called by such a name is an imitation of them and it’s reprehensible according to the Sharia.
For more benefit, please refer to Fatawa 85795, 88517, 271513 and 266275.
Allah knows best.