Is it a bad idea to suddenly start going by a different name?

I’ll be in college this fall, and I was thinking about how I’ll be surrounded by people I’ve never met and it will be a fresh start.

I’ve never liked my name, and I was considering that when I’m at the university I’ll start telling everyone to call me by my initials (K.W.).

Has anyone else done something like this? Is it an awkward transition? Is it odd having different spheres of acquaintances call you by different names?