Not everyone in the world use the same system of nomenclature! Is it such a surprise? I can't think of anything that is done the same way the world over (no, not even McDonald's burgers!). I happen to hail from a place that has a naming system which is different from the western norm. My given name is written last (i.e. the "last name"). We don't have a notion of family names. I am called "Asokan" on informal occasions as well. The "N." stands for my first name, "Nadarajah". In very legal circumstances (e.g. in my passport or in a contract), I do use this first name in full as well. But in every other situation just plain "Asokan" or "N. Asokan" would do.
My first name is a patronymic: "Nadarajah" is my father's last name. My full name, Nadarajah Asokan, essentially means "Nadarajah's son Asokan." So, this is why I don't want to be called "Nadarajah".
As you can imagine, having a "non-standard" name like this, I usually end up tripping the personnel and IT administrative systems that I have had to deal with in North America and Europe. Most have been flexible enough to adapt their systems to suit my wishes. The people who hard-code specific (western) naming conventions while designing their systems have forgotten their CS 101 lessons about the "mechanism, not policy" design principle.
My name means "he who is without sorrow". It is derived from the Sanskrit word "asoka". There was a famous Indian emperor who was probably the first person to sport this name. The wheel in the Indian national flag is called the "ashoka chakra." The four-lion pillar erected by King Asoka is also used as a national emblem of India.
A village in New York is called Ashokan. I don't know how it came about. The village is now largely under the Ashokan reservior which is said to supply water to about 50% of NYC residents. There is a tune called the "Ashokan Farewell" composed by Jay Unger. It was later used as the theme song in the PBS television series The Civil War .
"Nadarajah" is a variation of the name "Nataraja." It is a manifestation of Lord Shiva as he dances his dance at the end of the universe!
Since my name is originally from the Sanskrit word asoka, the pronunciation /ʌˈʃoːkən/ (ush-oh-ken) is consistent with those origins. Speakers of Indian languages derived from Sanskrit would pronounce it this way. I have been doing the same ever since I went to college in Bengal and was surrounded by Bengali and Hindi speakers. My own mother toungue, Tamil, does not have the ʃ sound natively. Nor does it use the k sound in the middle of a word except when it occurs as part of a double consonant. So Tamil speakers are likely to pronounce my name as ʌˈsoːχɛn (us-oh-hen).