Legal Name Change?

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So my first name is initial "L" legally, given at birth. My initials are LHV. But all my life, I've been known as/going by "J". Now I want to just change my first name from "L" to "J", and move the "L" to my middle name, hyphen as "H-L". That would make my name JH-LV. I am now married and would like to change my last name from "V" to "N". Soo, how do I go through the process of changing my legal name from "LHV" to "JH-LN"?I know it's fairly easy to change my last name legally to my spouse's last name, but what about the first name? I do wish to keep my full idenity, as well as debts and all, just would finally not confuse people when I tell my name is "J" but they see my "L" name on my driver's license.