In most jurisdictions the answer is yes. Normally people can change their names if they follow certain legal requirements. These include filing the necessary paperwork and paying a fee to the government. However, there are some restrictions that may apply, such as if you have ever been convicted of a crime or have outstanding debts.
It is also possible to change your name through marriage. If you marry someone with a different last name, you may choose to adopt that last name or keep your own.
If you want to change your name make sure to do the research and to follow all the legal requirements that may apply.