I technically have three names (given name, patronymic, family name). I’ve lived in a few countries, all with different name systems. I’ve found that this is the best easiest rule set to avoid trouble:

• If possible, use only the first and family name, those are very widely understood.
  • If possible, when making a passport in your country of origin, request that those are the only names recorded, and they are transliterated into latin according to some official (or at least widely recognized) ruleset.
• If possible, use the latin transliterations as written in the passport.
  • Otherwise, look up official transliteration rules from latin to local language and use those.
  • Don’t try transliterating by yourself, or transliterating from the original names, it will cause issues.
  • If some system somewhere transliterates your names otherwise, complain loudly before they get committed anywhere.
  • If the local system forces you to have a “common” first name and your name doesn’t fit, choose one that’s as close as possible to the rules described above. If there is no close alternative, choose the one you like, but be prepared for issues down the road.
• If possible, leave all other names as blank, otherwise as -.
  • Don’t try fitting a “middle name” from one system into another.
  • If possible, avoid fitting into the local system at all, e.g. don’t make up a second family name even if the system calls for it. In my case, I didn’t reuse the patronymic even when the local system had it as well, because my father’s name is obviously not a local name so it would look really weird.
  • If asked, say you don’t have any other names.

Of course, this is just what worked best in my specific situations, other countries may be different.

And also, I don’t care at all about my legal name (all my friends call me by another name anyways) so I’m fine dropping a part of it, the goal here is to just make interactions with governments, banks, etc as smooth and easy as possible.