Anyway, I'd think that Data would be his first name. If he had a full name, it would presumably be Data Soong, considering that Noonien Soong is regarded as his "father."
For that matter, I tend to wonder why Worf isn't called Mr. Rozhenko. I mean, he was legally adopted by the Rozhenkos, so presumably he was legally given their surname. True, people who've been adopted can choose to revert to their birth names, but it's hard to see why Worf would've wanted to. It's not like he was estranged from the Rozhenkos, and until he met Kurn he had no idea he had a birth family to reconnect with. I guess he could've decided to do it to honor his house's name, though, as the last surviving member as far as he knew. Still, it would've been nice if they'd said so. It always seemed inconsistent that someone who'd spent most of his formative years raised by humans would've turned out so stereotypically Klingon.