No really, go for it.
Get known on the internet and on DA for your work under your sn. Take commissions, post art, write stories, get followers.... then change your name and lose some of that work.
I can understand some people might want a different name if they are switching styles (like someone named Furry_Lover_Boobies who is trying to switch to something more professional), but 80% of all the changes I have seen have been nothing but stupid. Some users who have no presence, like pure commentators with no following, are changing too but that is a little more minimal. It's the artists, esp. commission takers, that I find shocking.
People are changing their names to something that doesn't resemble their old sn, their new style, or is even readable by a mile. You gotta try and score with at least one of those things and hardly anyone is doing so. Good lord, I've even seen some comments of people un-watching artists over this. Almost as weird of a decision as the people that randomly throw their entire gallery in storage because they have a bad week.
Come on guys, think a little more.