Should I change my name?

Your last name is fine. You might share it with a dead guy that used to be a dictator, but that is just life. You might be asked a million times if you were related to him, just like I am sure there are a million Smiths's outthere being asked if they are related somehow to Anna Nicole Smith, so its just a last name, and no sane person will treat you differently for having the same last name as that other guy.