Brazilian here, and I repeatedly have the same problem. To complicate matters, my documents have my middle name as a first name, which means officially I have two first names. When I went to get a driver's license in WA, the system would generate a bad license ID because of that, and they had to do some manual patching or something to make it work.

I also have two last names, which makes it a pain every time someone asks for my last name. I always have to explain I have two of them and sometimes people are puzzled by that.

If I stay in the US indefinitely and eventually get citizenship, I think I'll change my name and drop one of the first names and one of the last names :P