>Just curious, when a family immigrates in the US or Canada or Argentina or whatever country, do they eventually alter the first name and surname. If so, why and how?

If the alphabet is similar this is rarely done, but for people say from China, they have to figure out the phonetic writing of their names. This changes as the decades pass. What was Wang, can become Chang or Zhang. In Vancouver we have a lot of immigrants from China and the Punjab, it is common for people to assume a english first name for ease of pronunciation, or shorten the name. Example Jaz for Jazwinder. Chinese friends have choosen english first names that sound similar to the Chinese ones. Chuan becomes John.

2nd generation kids often get both an English name and a name which reflects their roots.