You can change your name by publishing the same in the official gazette of your state government. For that you are required to visit the Government Gazette Office of your state and fill up a form and submit the same along with necessary charges. The charges are nominal. There are two types of applications.
1. Oridinary:- In this, the change in name will be published in gazette within 60 days.
2. Urgent:- In this, the change in name will be published in gazette within 15 days. But the charges for the same is more.
Where are you from?? I can guide you better if you are from Mumbai.