If you read his about page, "DJ" is his legal name, as-is, with no spaces. It's not an initialism or abbreviation for something else.
Regardless, it's a little weird to criticize someone for how they spell their name. By definition, their name is spelled how they want it. It's a core component of identity.
Not that it is really any of my business, but I wonder if that's always been his legal name, or if he changed it at some point. I can see how if someone is used to going by their initials, they might eventually decide it is more of their real name than their legal name is, and hence change their legal name to match their real one. Conversely, maybe that's actually the name his parents gave him.
OTOH, my mother's real name (what her family and friends call her) and her legal name have always been different. I asked her once if she ever thought of changing it, she told me she's lived her whole life with them being different – she's in her late 70s now – and doesn't see the point of trying to officially align them, the work involved would outweigh any benefit to her
Unrelated fact about Aldrin: his mother's maiden name was Moon. Bit of nominative determinism by proxy there.
I am also a dual citizen, so would have the same issue – except unlike my mother, I can't think of any plausible reason why I might want to change my legal name.
I just found it interesting that someone else chose otherwise, at an even older age than your mother.
(And "Buzz" came from one of his sisters misprounouncing "brother" as "buzzer". What a cute origin!)
Yeah, depending on jurisdiction, name changes can be a pain in the ass. Not just the name change itself (which might actually be fairly simple), but in updating anything else in your life (like perhaps a bank or brokerage account) to reflect your new name, not to mention any process that requires you to link your birth certificate or other pre-name-change document to your current identity.
Yes, the capitalization is not normal, and yes, it causes problems (and occasionally, entertainment). Yes, my login is "dj". DJGPP's capitalization follows it (DJGPP/djgpp but not Djgpp). It does tend to weed out people and systems that make invalid assumptions about personal names.
And even apart from that and the common law right of name, it's not unusual in America to contract two-initial names like that into a single "word". Not extremely common, but not novel or particularly remarkable either.