How do you change your legal name?

You do not need a court order to change your name but you do need to do a lot of paper work because you must have a new birth certificate, SS#, drivers license, credit cards, school certificates and god knows how much other stuff. Or, as long as you are not doing it for fraudulant purposes you can use any name you like, just make sure all your govt info continues to be filed under you legal name.

In what way? Via marriage (last name change) you just give a marriage certificate and change it.

If you mean change your entire name, you have to go through the courts to do so.