Changing your name has never been illegal and, in fact, your legal name is the name you are known by, not necessarily that on your birth certificate.
However. today, in order to change your name for official records some sort of paperwork must be provided. Back before 1890 many name changes were done informally, and no documentation of any kind was used. So it would be very likely that there is no official record of Adolph's name change.
My mother was born in 1917. Her birth was registered, she married, paid tax, was employed, had two children and some hospital admittances. The first time she applied for a birth certificate was in 1974 in order to get a passport. Even then she used her married name for the passport and was not asked for any documentation of the change of name from her birth name to her married name.
How things have changed!
Judith