You can use your own name, but if you are setting up a business, you may want to trade under a different name.
There are some rules you must follow. For example, you must not mislead customers into thinking that your business is of national importance if it is not, and you should not trade under a name that is very similar to that of another local business, a national firm or a registered trademark.
You should also consider whether the web domain name you want is available, but essentially the name is up to you. Have some fun choosing it!