gopal ji
All depends on whether you are a convert or born into a Sikh family. And also whether you become a baptized sikh or not.
A baby born into a Sikh family has a naming ceremony called Janam Naam Sanskar. This takes place as soon as his/her mother is able to "take a bath" according to the Sikh Rehat Maryada, which means really in modern terms that she is able to leave the home safely, without complications following delivery of the child. The naming ceremony includes family at home, or with sangat at a gurdwara. A Hukam or random page from the Sri Guru Granth Sahib Ji is taken, and the first letter of the first word identifies the range of possible names. The first word might be Hari, starting with H, and then other names that begin are considered. Family and friends decide.
Some converts have naming ceremony as adults. This is a point of controversy among some Sikhs, who don't go with that approach. Some converts keep their original names and use Singh or Kaur along with it. E.G. Ralph Singh and maybe he will also use his family name, DeMeo. So he will have the name Ralph Singh DeMeo.
Convert or born to a Sikh family, when one accepts baptism, or amrit sanchar, one as a rule takes a new name. There too, the first letter of the first word of a random page from Sri Guru Granth Sahib Ji gets the selection underway. Sangat may help the new initiate decide on a name that has meaning for them.
Men are Singh, and women are Kaur regardless.