Hi there!
Well, I don't think that you, or anyone else, has to change their name to something English sounding. Nowadays, English speakers will quite happily try to say your name, and for us it sounds more interesting than English names.
In your case Xin Li sounds nice in English (I'd say it as 'tsin lee'). BUT...if you want to change it, then that's up to you. I notice your Italki name is 'Xindy'...I'd say this as 'tsindee', so how about the name 'Cindy'?