How to change your name legally?

Hi, Does anyone have any experience changing their birth certificate name to avoid any negative effects, such as bullying? I have a younger brother who is 6 years old this year. His name is quite bizarre, and I'm afraid it might affect his future. It was my father who gave me the name, not me or my mother. He has good intentions, but he didn't think forward enough when giving such a name. My younger brother is the sweetest brother ever, I dont want such a thing happen to him