You do not need to go to court to change your name.  You are allowed to change your name as long as it is not for an illegal or dishonest reason( know a scommon law change).

 However, it is much easier to legally change your name which does require that you go to court.  You must file a petition in the probate and family court in the county you reside.  It will be granted unless it is not consitent with public interest.    You must pay a filing fee and have a certified birth certificate.