Ulysses S Grant was born Hiram Ulysses Grant. When he enrolled in West Point, his name was accidentally entered as Ulysses Simpson Grant. He just rolled with it because he had always hated the fact that his initials were HUG.
The whole thing is a good read. Also of note: Grant blamed himself for the assassination of President Lincoln. He had been invited to join the President in what would be his last trip to the theater, and had he accepted security would have been tighter because apparently generals were better guarded than Presidents. However, he had declined the invitation due to the insistence of his wife, who hated Mary Todd Lincoln.