Surname/Last name

Hello Sir,

I got selected in H1-B lottery and my current status is CASE WAS RECEIVED. I came to know that for US its mandatory to have Surname and First name in passport. But my all documents contains only first name i.e. SANDEEP.
My F I-129 having Surname LNU and First name SANDEEP.
1)So should i go for name change now and get new passport with Surname and First name.
2)If i do to so Then that name will miss match with all other documents will it create a problem.
3) And also my current status is in progress i.e. yet to be approve. If i am going to change now then new passport number and name will come, should it create a problem.

Please help me on this when should i go for name change or not.

Appreciate your help.