In my state, I had to change SS first, and the SS office had to give me a special paper to take to the DMV to change my name on my license. Here your SSN or a religious exemption needs to be shown at the DMV for a license, along with a birth certificate and/or any other papers showing the "paper trail" of each time your name has changed (in my case, I had been married previously and had to take my birth certificate, old marriage license, divorce decree, and current marriage license. It was a pain!!)