There are things the King can help with, but mostly, he’s rather powerless. That was something a six-year-old boy discovered after he wrote a letter to King Harald.
The boy was not happy with his own name, and wanted to change it to Sonic X, after the Japanese anime of the same name.
His parents delayed sending the letter for a while, but their son wore them down. (As only six-year-olds can, I presume.)
The reply from the King was that he couldn’t help with the matter. The reason for that is that to change your name in Norway, you have to be above the age of 18. And there’s little the King can do against that.