Reference: al-Muntaqaa min Fataawa Shaykh Saalih al-Fowzaan – Volume 1, Page 433-434, Fatwa No.257
Question: Is it permissible for a person who has embraced Islaam to change his name?
Response: If a disbeliever embraced Islaam, then he is not required to change his name unless it is an unpleasant or offensive name; Such as Hazn [which means ‘sad’] or if it is indicative of worshiping other than Allaah, such as: ‘Abdul-Maseeh [slave of the Messiah/Christ] or ‘Abdul-Ka’bah [slave of the Ka’bah] or other than that from the prohibited names. That is because the Prophet ﷺ changed the names of some individuals because of these two types of [unpleasant/offensive and prohibited] names.