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My husband's family was quietly scandalized that I kept my own name. For a couple years I would overhear them whisper an explanation to other friends and family, as if it was an embarassing medical condition. I don't think they were thrilled when our second son was given my last name.
I tell them that my younger sister hated, hated, hated growing up under my shadow. She spent most of school rebelling against what the teachers expected of "Kristi's sister". She would have been happy to have a surname different from mine!
Time will tell how this arrangement works out. The boys do not share a surname with each other, nor with any cousins (so far). I don't think it will have any effect on their closeness as family.