Shall a new Muslim change his name?
Sheikh Ibn Uthaymeen says that it is not required to change the name except if the name is a special name of the Kuffar or if its meaning was “Abd” (servant) to other than Allah. Like Abd Al-maseeh, then it has to be changed.
So no need to change their names except for above.
Also regarding changing names we can add that most of the Sahaba did not change their names after Islam, but if a person wants to have an Islamic name then it is certainly allowed. We just want to clarify that it is not a must to change the name.