For royals, it's somewhat understandable, since Catholics and Protestants typically have multiple christening names to choose from. But ordinary folk usually don't have multiple names -- or at least anywhere near as many -- to choose from.
Perhaps that's why celebrities have sometimes changed their names or adopted stage names, or chosen to be known by nicknames. Sometimes, a person reverses his first two names (e.g. Dwight David Eisenhower was originally David Dwight Eisenhower).
In fact, sometimes the first and last names get reversed (e.t. Tito Ruffo was originally Ruffo Titta, Scott O'Dell was originally O'dell Graham Scott).
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