Names added after birth registration

[forest]

My husband's ggrandfather's birth certificate gives his name as Henry.  He was the illegitimate son, born 1850, of Emma Wigley and carried her surname.  He appears in the 1871 and 1881 censusses as Henry Wigley.  However, on his marriage certificate in 1868 he gives his name as Henry Walter Wragg Wigley.  I cannot find any link to a Wragg family.  It is not Emma's mother's maiden name and Emma later married a Harrison. Henry was living with Emma and her husband in 1871, and John Harrison's name appears as Henry's father on the marriage certificate.
As he married under this longer name, would Henry have had to have changed it legally - by deed poll perhaps? If so, where would any records be kept  and would they be accessible?

Would appreciate any comments/suggestions.  Thanks

[Hackstaple]

Although at that time it was possible to change one's name legally and to advertise that change, the Deed Poll system had not been established. People frequently changed their names or added to them informally - one can do just that in the UK today and even have the relevant authorities recognize the changes. It may be that the two added middle names were of his putative father.

[English Jen]

I can confirm that it is the same case today.  My parents didn't give me a middle name and as a child I felt left out, so I decided on a middle name, my parents phoned the relevant people to ask what had to be done - they said to just start using the middle name and make sure it is on all official papers.

[forest]

Thanks both of you - I did wonder about the possibility of his father being Walter Wragg but haven't been able to find one yet.  Wragg is a not uncommon name in the area but there aren't any Walters around.