What do I do if I want a name but it's taken?

I want to officially change my government name, and I found one that really sticks with me. Unfortunately, I have a friend who changed her name to the same first name. She goes by three names, actually, and one is the name I wanted. She'll probably think that I'm copying her because the name isn't common, and anyone who knows her will probably shame me for wanting the same name. Do I have to find a new name? It's not like I'm trying to steal her identity.

What do I do if I want a name but it's taken?
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