Can i possibly change my last name (to dalton)?

Hello guys,

I was gifted with the last name Claus, giving me the privilege of stupid name jokes. I'm not Santa neither am I related to him in any way. People don't get that. It's highly annoying even going across the lines of joking to bullying.
That's why I want to change my last name. Do you think I can do it legally? If not, how could I do it illegally?
I currently don't give to damns about the possible consequences. I just want to escape this madness.

Thanks to everyone seriously answering my concern.