Our Father, which art in heaven, Hallowed be thy name.....etc
As with us all, we are known by many names, father, mother, son, daughter, cousin, boss, him, her, he she, it, they, etc. And that does include Ms, Mr, Mrs, Jr, Sr, and any others you can think of. When it comes to the name I am born with, it was given by my parents. In scripture, when it prophesied about the Messiah's name, it will be "Immanuel" it said, which didn't happen. As far as we can tell He was named "Yeshua" [various spellings and pronunciations for various reasons] and yet here it is today and the discussion rages on as to what is His name.
Names were given at birth, changed with important changes in life, for example when Abram was changed to Abraham..
Genesis 17:5
Neither shall thy name any more be called Abram, but thy name shall be Abraham; for a father of many nations have I made thee.
The value of a name was in what it said and how it relates to the person's life.
Genesis 2:23
And Adam said, This is now bone of my bones, and flesh of my flesh: she shall be called Woman, because she was taken out of Man.
Genesis 3:20
And Adam called his wife's name Eve; because she was the mother of all living.
So when we are all re-united with the Lord for eternity in His Kingdom after the death of sin and death, it could easily be that our Lord will be given a new name, worthy of the King of the Universe, King of Kings.