Nolo Law for All provides a wealth of information on legal name changes in the United States. In most states you can legally change your name by usage only. However, an official court document may make it much easier to get everyone to accept your new name. Restrictions on name choices include not choosing a name with fraudulent intent, not interfering with the rights of others, not using a name that would be intentionally confusing (for example a number or punctuation mark), and not choosing names that are racial slurs, threatening or obscene.
For further help, check out U.S. Legal Forms. They offer legal name change form packages for all 50 states, and also have links to the relevant statutes for each state.