An interesting article I found via Kottke that talks about how Brazilian players dont have last names (Ronaldinho, Ronaldo, Cafu, Fred..) and why that is. [Link]
Players with the same first name often change their moniker to differentiate themselves. In recent decades, there have been several Ronaldos at the national level. One became known as Ronaldao, meaning “big Ronaldo.” Another became Ronaldinho, meaning “little Ronaldo.” When another Ronaldinho came along in the late 1990s, he was called Ronaldinho Gaucho—that is, “little Ronaldo from Rio Grande do Sul.” Eventually, the first Ronaldo left the Brazilian national squad, so Ronaldinho became Ronaldo. Ronaldinho Gaucho became Ronaldinho.