TL;DR: Yes.
Funny you should say that. I’ve had two name changes, unrelated to gender issues.
The first was because I had the opportunity to change my name when the man I grew up knowing as my dad finally legally adopted me. I despised my birth name, and jumped at the chance to get a new one. I was nine. You don’t let a nine-year-old pick out a name. You also don’t tell him that maybe he should keep part of his original first name as his middle name because his mom is sad he’s changing his name. Much, much later I found out my mom didn’t even like the name I had been given at birth; it was my biological dad’s name choice, and she threw him out when I was 1-ish for abusing her, and being a worthless person.
Anyhow.
The second change was because I had used a unique way of spelling the first name, and my middle name was just embarrassing whenever it became known. So I kept my first name and just adjusted the spelling, and totally changed my middle name. I was 14 then, and still probably shouldn’t have been responsible for picking my name.
I’m 50 now, and whenever I’m asked my name – usually at a restaurant or fast-food place – I will hesitate. It doesn’t feel right when I say it out loud. So I guess it’s still not the right name for “me.”
The first time? Yes. I really do wish he had sent me home to think about it some more, if only so I could have ditched the middle name I had decided on.
The second time… kind of. As much as I hated the middle name, I should have left the spelling of my new first name alone. It was interesting; somewhat unique in that I’ve never run across it in the wild. Instead I have a more conventional spelling, but people still use a single “L” most of the time, so they still get the damned thing wrong. But I was afraid of being weird/different. I wish I could go back in time and tell myself to embrace the things that made me weird and different.
When my daughter revealed to me she was a trans woman, I did everything I could to support her. Luckily she was over 18 so she just had to go through the bureaucratic hoops in place at the time to make her name change and gender flag change happen, and she didn’t run into this kind of nonsense.
So far she hasn’t indicated any unhappiness with the name she decided on.
My belief is that people in this situation – where their name identifies them as a gender they don’t identify with, rather than someone that just doesn’t like their given name – give the name they decide on far more thought than they’re given credit for.