To change your name in Agra, follow these steps: First, create an affidavit stating the reason for the name change and get it notarized. Next, publish the change in a local newspaper. Then, apply for a Gazette notification through the Government Press with required documents, including the affidavit, newspaper clipping, and ID proof. Once published, update your name on official documents like Aadhaar, PAN, and passport. The process may vary, so check with local authorities for specific requirements.