I agree with dst on this issue.

Every now and then someone wants their name changed. its a very rare occurance and doesnt really warrent a WP item. If anyone wants to get their name changed they just mail Mur. Lexier is a perfect example. He didnt ask for a feature, He just asked Mur and he agreed. Why implement something when the current situation works perfectly well and Mur is kept informed of these changes.

I would say yes in restricted ways, if the identity of a character stays the same and the name will only re-arange like this example:

Lets say, I want to change Blackwood Forest only into Blackwood cause people call me so.
Or maybe Princ Rhaegar wants to change into Prince because people assume to it.
Or if DST would change her name into Dusty clown

I think these might be cases where a name change could be ok, but changing lets say from Chewett into Darth Vader not.

just for the ones who don't know,
Prince is spelled Princ on Serbian

I would rather be just Rhaegar if possible in the future (by free options, I wouldn't spend a WP to correct a spelling error)