Assalam, I am convert to Islam since 12 years now Al Hamdulillah, it is the best thing that happened in my life, you will see... so many positives changes will occur and you will approach your life in a different way. If you need anything just ask me, I remember the first moments in Islam and the first questions... so do not hesitate. There is a large community of convert people here in Doha so don't worry, we will take care of you.
You do not need to change your name on the papers, I did not ; I just feel more comfortable to introduce myself with my muslim name but I never asked my parents to (I am French). It is recommended to choose one b/c on The Judgement Day Allah will call us by our muslim name.
Allah Bless you,
Take care and congratulations !!!!!!!!