I actually have a joke about that:

So you remember uncle Shaun?

Big man, spoke with a heavy Austrian accent, constantly sloshed?

Well, he got his name when he was going through Ellis Island. You see, he had heard from his neighbour's wife that to succeed in America, you needed to have a good Anglo name like Cedric Wellington, so he had determined that he would change his name when he got there.

Standing in line, he started thinking of all the things he would do and all the things he would see, like visiting the Statue of Liberty! Oh, how nice that would be. But as he was doing this, he forgot to notice that he had come up to the immigration officer's desk.

'Name?'

Taken out of his day-dreaming, he got caught flat footed. Thinking desperately, he tried to remember the name he wanted and so to try to stall for time he blurted out. 'Ich habe es schon vergessen!'

And that is how he came by the name Shaun Fergusson.