You should feel free to change the name of your protagonist while writing a story. You should feel free to change anyone's name, in your story! Sometimes you name a character and as the story progresses you realize that the name doesn't belong to the person, but belongs to someone else (or is too closely associated with your own name- or too closely associated with you for some other reason- for you to feel confident that you can write out the story without too much attachment to the character), and it's just fine to change the name. I think that we should ALL feel free to change our names when we wish to! Afterall, we didn't pick our names out for ourselves, now did we? And everything else in life relies on our own choices, our own decisions, we never die the same person that we were born as! So we should all be able to name ourselves as we like to! Sobeit with the characters in the stories that we write!
I believe in maintaining a healthy detachment from one's protagonists (main characters in written stories). You don't want to fall into the character too much but you also don't want to fall out of the character too much. You want to be so much a part of the character that you can feel the way he/she breathes, but in that very same heartbeat you want to be able to immediately detach yourself at any given time and say "That's her, this is me" or "That's him, this is me." The easiest way to do that is to use names not too closely associated with yourself but at the same time ones that are meaningful enough to mean something!