I hate my weird name. How do I change it without hurting feelings or causing awkwardness?

I hate my name, but not many people know that. How do I tell my friends and parents that I want to change it?
My name is Europe. Yeah, like the continent. EUROPE. It’s horrible and I feel uncomfortable introducing myself to anyone. It’s made me very socially awkward even around close friends, for whenever someone says it I cringe. Please help me! I don’t want to go through life with such a weird, ugly name.

Any advice is welcome!