Would your life be different...

I only think that name changes would ever make a difference in the case of imigrants. If an Indian kid comes to an English-speaking country with the name "Jahalazamabad Mustigolipledarah" kids are probably going to gravitate away from him. If he changes his name to "Alex Turner", he's probably more approachable since people are more familiar with the name and associate it with their own culture. The same could also apply in reverse.