For example, if you're male, and decide to change your name to Sarah, you totally can - but don't be surprised when people assume you're a woman.
And there are many countries, of which you are unaware, that do have pretty strict laws about what you are and aren't allowed to name your children. Iceland is the one that springs to mind off the top of my head. As I recall, Germany also has some limitations.
> You can't, in any country I'm aware of, choose absolutely any name you want.
Like in Germany can you name your kid "The Holocaust Didn't Happen"? No right?