I have. Did it when I turned 18. I was born Matthew Alister Russell Caldwell. When I was about 7 my little brother started calling me "Matthey".

Plus in my class at school there were three Matthews, which got pretty annoying.
So I informally became Marc Caldwell from about 7 until I turned 18. My parents divorced weeks before I became 18 and it was a bitter divorce. I knew for years I didn't want my father's surname anymore so I decided that as soon as I was 18 I would change my name. I had to wait until 18 to stop my father from blocking my name change.
I went to a solicitor's office in town and had a statutory declaration drawn up where I renounced my previous name and announced my intention to be known henceforth as 'Marc Russell Lister'. I didn't have my own passport before this and had yet to pass my driving test so it was quite easy to get those two documents done in my new name. I had several copies of the document made so I could send them off to the passport and driving licence people as evidence of my new name.