You sure can! But that doesn't mean it won't cause you problems.
For example, if you're male, and decide to change your name to Sarah, you totally can - but don't be surprised when people assume you're a woman.
And there are many countries, of which you are unaware, that do have pretty strict laws about what you are and aren't allowed to name your children. Iceland is the one that springs to mind off the top of my head. As I recall, Germany also has some limitations.
For example, if you're male, and decide to change your name to Sarah, you totally can - but don't be surprised when people assume you're a woman.
And there are many countries, of which you are unaware, that do have pretty strict laws about what you are and aren't allowed to name your children. Iceland is the one that springs to mind off the top of my head. As I recall, Germany also has some limitations.