I second the comment that using 王 in your name is likely to give it more of a Chinese feel, at least to native Japanese speakers. In addition, a name meaning, essentially "moon king" or evoking thoughts of thunder and lightning, has a high chance of making people think that you sound like an anime character. While that might win you some popularity points among people who are hard-core anime fans, to most other people (i.e. the majority of the people in Japan) it's going to come off sounding a little silly.
Also, as Uco mentioned, changing your name to something unusual isn't really going to make your daily life "easier" in Japan. If it's unusual, it won't initially register as a person's name when you're communicating, which is going to result in many times where you'll have to repeat/clarify what you've said. In particular, you're likely to have a difficult time when answering phones or introducing yourself. For example, if you wanted your name to be written as 王月, and read as "Otsuki," I can imagine this being a pretty common scenario, when you say "Otsuki desu" (Intended meaning "This is Otsuki/I'm Otsuki").
You: "Otsuki desu"
Other person: <What? Are you from a town called Otsuki>
You: "No. Otsuki desu."
Other person: <Oh...so, you're from my company's Otsuki division? Sorry, I'm not familiar with that part of our company.>
You: "No, no. Otsuki desu!"
Other person: <Oh, I get it! Otsuki is the name of YOUR company. Sorry, we don't have any business with your organization.>
It's for this exact reason that my wife, who took my Arabic last name when we got married, still uses her Japanese maiden name at work. It saves her a huge amount of time every day.
I'm sorry if this is presumptuous, but the fact that you're considering changing your name to something like 王月 or Raijin makes me think that you haven't spent much time interacting with Japanese people in Japan, and thus that you're still in the process of learning the language too. That language barrier will make it even more difficult to clarify that you're talking about your personal name.
Again, if you want to have an unusual name, that's entirely within your rights. However, if your reason for changing your name is to make your life in Japan easier, you should probably be aware that changing it to something like 王月 or Raijin is going to result in at least as much time explaining/clarifying your name as using your birth name in katakana.
If you really do have your heart set on having 月 as part of your name, there are a lot of normal, easily understood Japanese names that use the kanji, and I'm sure your aunt, being the one who suggested a name change in the first place, would be able to help you out. There's also the kanji 朋, which shows up in names like 朋子/Tomoko.