Yah. The Na'vi don't have surnames, so they just bunch all the human words together - to sound more familiar. It happened in the Avatar game, too. They said "AbleRyder" and "ReneHarper" all the time. x3 But, yes - unless you were born a Na'vi, your name would stay the same as it was when you were human. Besides, if you want to stand out, keep your human name. Neytiri and Tsu'Tey and Mo'at all sound fancy to us. JakeSully probably sounds all deity-ish to them. xD
Yeah, I saw it in 3D. The side effect - I got a minor headache afterwards. xD