You can change your name to whatever you want. Imagine if your last name were Epstein, or Trump. No one would question your motivation.

This is a bit of an oversimplification.

If in the US, you can generally change your name at whim, usually after a petition and fee. But it depends on your state. Some states require a hearing to do a name change. Some require a publication, and some will only allow the change after a waiting period.

All states will generally deny name change requests which are deemed to be fraudulent (details of that depend on state), to avoid debt, or to be harmful/hateful to others. Sometimes the definitions of these terms is not terribly clear, in which case the state can simply deny it with vague reasoning.