[Opinions] as someone who has had to do this
It can be a bit of a struggle, but it's not insurmountable. I suppose the older one gets, the more entrenched the name is, but I changed my name fairly late (25) and by 27 I am pretty well called only exclusively by my new name. Even the people who swore they'd NEVER use my new name use it because that's what everyone else does.
I sometimes wonder though if trying to use a different nickname would have been harder than asking to go by a new name altogether. Somehow I imagine people would brush you off a lot more, thinking its a phase or something.