I rarely, if ever, went by my birth/dead name as I grew up. I was homeschooled, and all the social groups/clubs/teams I was involved with didn't care if I went by a nickname. So instead of Alexandra, I was Lexi or Lex (which I still go by to my family and old friends, though new friends have become fond of Alex instead of Lex, and so have I). As a result, by the time I realized/accepted I was trans at around 16/17, I felt far enough removed from my birth name to choose Alexander as my "real" first name.
My middle name was a gift from my mother's side of the family, with my grandmother and great grandmother both having variations of it, so I respectfully stuck with a masculine alternative. Thus, I fell in love with the name Alexander Jules.
My last name was shortened, both because the original was cumbersomely long and for other, personal reasons. I think my 4-1-1 syllable name suits me a lot better than my old, 4-3-3 one, too. Unfortunately, I'm not done yet; I'm waiting on the energy/opportunity to change everything into my future, married name, as my spouse's last name is very nice and also one syllable, but the endless paperwork and phone calls are hard.

As far as changing my name the first time, I was lucky enough to find an LGBT advocacy group that helped me do it for free. They filled out all the paperwork with/for me and all I had to do was sign, date, and deliver it to the courthouse. That, too, was pretty easy; my case worker kept me company until I went into the courtroom, I watched a bunch of people finalize their divorces, and got to share my happy moment with a beautiful trans woman who felt twice my height (in high heels, no less). I wish I could have learned her full, new name, but she walked up after me and my caseworker was on a time crunch for us to finish filing my paperwork. I didn't think to ask at the time, and it's been so long that I've forgotten the woman's first name.