Most parts of the world are free and so one can have any silly names one likes. Most people regret it. Some people hate their parents for it.

So, it means if I create a new word as my name and I tell people how to read it at the first time that will be OK?

Hi Deey, if create the name - you control the pronunciation also. I would say, 'Hello Dee-e' if I did not hear it first.

If I am not mistaken, Chinese choose foreign names (not necessarily English) in order to make it easier for foreigners. Since it is usually the case that non-native Chinese speakers are uncapable of pronouncing their names properly (of course, this would be more likely with those who learn Chinese or, at least, Chinese phonetics). Sadly Deedeey has limited her search to English names, where there are few names that are actually English, most names used in English come from other languages.