You don't always choose the name. Sometimes the name chooses you.
"Hey Steve, how's it going?"
Actually, I'm going by Bobby Jamaica now.
"Uh, no you're not."
Well, then how about Louie Grenada?
Billy Panama! Johnny Dominica! TIMMY BELIZE!
:::disembodied spirit voice::: Tommmmy Bahaaaama.
Huh? Oh. Nothing. :::scurries away:::