Is changing your first real name permanently in Massachusetts, USA?

Well, hon, if you go to probate court in ANY city or state in the US and petition that court for a legal name change and the change is granted, then you have legally and permanently changed your name everywhere - not just in the state you went to court in.

You can also use whatever first name you want - it isn't a crime to use a name other than the one you were born with. For the 32 years I worked for my company I went by the name of Julie because there were so many Judiths. I got in the habit of using it for everything except my driver's license, my paycheck and my income tax returns when I had to use my legal name. When I retired I went back to using my given name. My credit records show both names.

If you change it and afterwards get a felony charge, You will never see your given name again on a document recently issues. You cannot change it back. At least in Texas.