It depends upon the state you are in. You need to be a certain age (typically 18 or older) or have a guardian's approval. It usually involves petitioning a court, signing an affidavit of your name change and having a judge grant the order for the name change. You will probably have to publish your name change in an established newspaper as well as contact several other agencies, e.g. social security to complete it effectively although the latter is more administrative matters than aspects of a legal name change.