Tanmoy's explanation works for Catholics as well, as far as I know. What I don't know is whether the confirmation name which Catholics choose for themselves has any legal status: if you're
Emily Susan Jones and choose
Mary at confirmation, I imagine that would just be personal to you and nothing the law would bother about.
Something I find odd, which I think is disappearing, is taking a male name if you're a woman. Sister
Leonardo (I've met one). Sister
John Paul. But not Brother
Margaret, as far as I know.
In English-speaking South
Africa, and elsewhere too I would guess, women who become nuns are now free to retain their birth names if they wish, probably post-Vatican 2, so instead of selecting a saint's name or a (suitable) biblical one you could remain Sister
Deirdre, Sister
Jennifer or Sister
Gillian. As Austrian nun I knew about 30-40 years ago had been known by her first given name 'in the world', but when she became a nun she used her middle name,
Gerlinde. Not sure if it's a saint's name or not, but it would have solved the problem of changing one's legal papers. (We were students together, and she was mostly known as Sister Lixl, just as we were known to the lecturers as Mr Thorpe, Miss Davies or whoever. I called her
Gerlinde because we were friends; not Sister
Gerlinde though because I'm not Catholic.)
To return briefly to Sr
Gill, another friend: she was a nun for 12 years, starting straight from school, and then left. Her identity document(with photograph), which South Africans have to carry, showed her in her nun's habit. This was fun when she went to buy wine for a family party and was asked for her ID ...
This is a pretty Loungeish response ... but I don't Lounge ...
All the best