I would say definitely just go for it....it can be fun too!
When my mum moved house to a new area she just introduced herself to what are now her new friends, saying that her name was XXX, and it has stuck, it works brilliantly.
When I get my mum any sort of subscription or delivery, I also add in a cheeky exotic name, which makes her laugh (Sophia)
Similarly I have done the same, when asked on a holiday what my name was among new friends, I just instantly “became” a Helga...and it’s stuck.
Also opened a new e-mail address including the new name as a middle name alongside my birth name....so existing friends, having seen the email address, happily clap me on the shoulder and eagerly greet me as “Helga” too. They see it as something amusing - and I happily play along to it.
I did encounter a single chap who was loitering with interest in a hotel, keen to engage when I was busy and really couldn’t be bothered...
He said “so, Helga....that’s an unusual name......”
I just said “it’s not my real name” - as I didnt want to pass the time of day.
His reply still makes me laugh: “Ok, Well, I’ll be off to bed now”!
Go for it, I say
X