As a kid: NO!
Now? I actually really like it.
One issue I do have is that the surname is very rare (not made-up, actually a family name, but genuinely unusual). Due to cultural associations it's even rarer with my surname.
This makes me very identifiable. Knowing my first name, area of work and general area of the country has been enough for a complete stranger to identify me/find professional adresses etc. Which can be unfortunate. (yes, it has happened....)