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You sometimes see it on those old quiz shows that used to be quite popular in the 1990s. "What is the real name of <Some Famous Person>? And then the answer turns out to be something like "John Fartbottom" or "Jane Stinker", and everyone is supposed to have a snigger at this famous person having a kind of immutable disability of their "real name". The fact that they've gone to a lot of trouble to create brilliant name for themselves in their fame isn't thought of as "real" somehow. Now, supposing the question had been "what is the person's real weight", and the correct answer was stated to be 8 pounds 4 ounces, you'd immediately spot the error. That's not the person's real weight at all, but their weight at birth, and their real weight being 10 stone, something more realistic. So what is Real? It's what really is. In the case of a name, someone's Real Name is whatever that person calls themselves Now.
The misconception of Real Name being what someone was unfortunate enough to have bestowed upon them when they were born has various attached problems to do with freedom and self-determination. It is a fundamental right of a person to change their name, and it is good manners for others to respect that. It is important for an individual to be in control of their own life, and one aspect of that is that they are in control of what their Real Name is.
In the UK (and some other countries which like to think of themselves as pro-freedom), it is a legal right of a person to change their name. In the UK this can be done without any paperwork or legal rubber-stamping, just by the person declaring it and using the name. But in practice it is cheaper to use a Deed Poll or a Statutory Declaration (Stat Dec) or one of the other "official" methods of changing of name (there are several), as banks like to see paperwork etc.
Another point about naming of persons. You don't have to be <First Name> space <Last Name>. You can be <Unique Identifier>, ie a single name. This can sometimes make form-filling a bit messy on computerised forms, but that is a result of inflexible thinking on the part of the people specifying the forms. My advice on that is, if you're called Gandalf for example and you encounter a form with first-name/last-name, put "Gandalf" in one or other of the spaces and put a single non-alphanumeric character in the other. The Star or Asterisk, character 42, (*), is good for this. Failing that, using a dash, hyphen, or minus (-) works because name input systems have to accept double-barrelled names. This fools all but the most stubborn of forms. Unique identifier format is popular in adventure contexts and stage-names and has historical precedents. For example: Voltaire, Plato, Cher, Geronimo, Elvira, Hercules, Shiva, Pocahontas, Tutankhamen, Arvind, Suharto.
This point, that you can name yourself with a single name, and you have a right to have just the one name if you want to, is something which some legislations accept as a human right and some don't. I have mixed signals coming in about the UK on this, as I heard some time ago that people of some ethnic backgrounds and some belief sets were insisting on being allowed to have single-names and the UK accepted that, but more recently I've noticed the Deed Poll office seems to be banning single names and insisting on people having a space in the middle. However, on the positive side, if you can get a Statutory Declaration (like an oath or affirmation) that you are changing your name to something, then apparently, according to the Statutory Declarations Act 1835, places such as banks, the DVLA, the Passport Office, etc, must accept your new name, and if they fail to accept it and recognise it as yours, then they are breaking the law! Plus, if you are a transsexual, then the offenders also fall foul of the laws about discrimination if they don't accept your self-determined gender.
The world has many different cultures, and in some of them the traditional naming system is quite different to that in the UK/US. For example, in China and Japan, the surname comes first. In Spain, a person generally has two surnames. In Brazil, people are most often known by a single name like a nickname even if they have an official-purposes name as well. In Iceland, people are known by their first name (and that's how the Icelandic phone book is arranged) with their second name made by formula from their parental origins. Because many cultures have different naming traditions, it is unreasonable (and in some ways ethnically prejudiced) to impose a name format on people.
Another aspect of the rights of naming is this: The only person entitled to give a name to you is yourself. Ok, when you're just born there is a convenience for your parents to give you a temporary name until you're abilities of reasoning develop enough to think up a name for yourself, but ultimately You decide. And then, that is your Real Name. You can change it again as many times as you like, and at any point the current answer to "What is the Real Name?" is whatever you stated most recently.
Companies do this. A company can have a rethink and can change their name and corporate image. The business world accepts this and no one says "What's the real name of Interplanetary Videospace-phones Inc?", oh it's "Telegraphy and Horse Carriage Post of Clacton (brackets) delivery boys (brackets) trading as John Smith established 1895". In fact Exxon spent two million pounds (or was it dollars?) to make sure that their new name of Exxon was unique and also did not mean anything untoward in any of the languages of the world.
What happens if you change your name, so that's now your Real Name, but the stuffy authorities won't accept it? Well, what happens then is that all the official documentation is a lie. You are still real, and your name is what you say it is, whereas the bureaucracy is living under a delusion, and they are starting to look bad by failing to respect you. There's a prime example of this in The Matrix, where Neo is always referred to as "Mr Anderson" by the bad guys.
Also see the Names area for the Alternative Name Registration System which allows companies to still live on even though someone has nicked their domain names!
Update: some of the social networking sites are showing they are evil, on account of not accepting people's freedom to name themselves. In 2011, for example, Salman Rushdie won a victory versus one of the social networks. There's a long way to go yet, as people have a Human Right to live and be free regardless of social convention and conformity, and there needs to be an online payments system that allows payment as if in cash, regardless of name. This has also been mentioned versus the Amazon Kindle