You can officially change your name by deed poll. This can be done for free by following the link below:
Please follow the website instructions on how to complete the form and having it witnessed. You can then update your name everywhere that you are registered, such as banks, GP etc. This can be used even if your passport is not a UK one.
There is some further information below about how to do this without using the above website and how to do an enrolled deed poll if needed.