Probably because it's the name they chose for their own reasons ... Rather than one that somebody else chose for reasons that had nothing to do with the person being named.
How do people who change their names know that their new name is the absolute rightest one for them? I mean they've been called a different name their whole life
If you're of legal age, then you can read the attached to see if that answers your question. If you are the same person that is trying to make up a new name for yourself while attending college so your parents won't know what you're up to, you might want to reconsider your plans.
They would know by it being kewl :p
Though if it really worries you, maybe you can try establishing it as a nickname to some friends and see how comfortable you are being referred to with your new name