this same question was just answered on the AAA forum in the last couple of days. it is not required to choose a new saint’s name (unless one’s given name is really pagan in nature, as might be in some mission territories). If you are being baptized, you may wish to choose a saint’s name, but it would not become your legal name unless you went through the civil court process to change your name. If you are being confirmed, the practice now is to encourage you to keep your baptismal saint’s name, but you are free to choose another saint, either mail or female, as a patron. Again, this would not change your legal name, and would not appear on the sacramental record of your church.
we have in the parish office a Dictionary of Saint Names from OSV which finds a saint, male or female, for even the most unlikely names. I have never had a candidate for whom I could not find a saint to match their name. there are also numerous websites for saints which I use to print out the life of the patron saints of the candidates and catechumens, and we use them during their RCIA retreat to ask their saints to pray for them at this time and be their guides and patrons.