Well technically you can still do that, although it may cost a bit. From a quick google search it suggests over $100 unless it's in conjunction with a marriage or divorce.
No that is not normal, but may also impair the person's social development. I saw a news of a boy whose name was Adolf Hitler who could not work, because of his name.
I guess when you have a baby, it's "your" baby, almost like a possession and you call it what you want. But it's going to become one of us one day, and we should consider how we'd feel if we were called what we'd call our baby.