How can I legally change my name?

I want to create an entire new identity. I want a new appearance, a new life, and a new background. I don’t want people to know me. I don’t want people to know where I used to live, where I went to school, or who my family is. I don’t want people from the past to be able to find me. And plus I have this really cool name that I would love to sign on papers and put on my passport