Both my parent are foreign and i have a foreign surname. for the longest time i felt embarrassed that my name was so different. people would pronounce my name wrong on purpose and make joke about how different it was. i felt really self conscious for being different to the point where i almost started loathing being the child immigrants. i feel differently today and i wouldn't change it for anything. clear communication to the people close to me about what i liked and disliked being called really helped.
in a world where so many people strive to fit in and conform to how society expect you to be, having that one quirk that's different about you in my opinion is the coolest thing ever, even if it's just your name.
if you really feel like it bothers you i think simple name changes in the uk are possible at a deed poll office.