Welcome to the forums, and I wish you luck and fun on your road to learning japanese.
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As for your question, I might not be the best one to translate names into katakana, I often miss some small detail, but I can tell you, that there is no "Translation" per se to ones name. The japanese simply use their syllable system to transcribe the name. So in your case, your first name would consist of the syllable NI pluss a short "K", which would be written in in Katakana with the syllable "KU" plus a small sign indicating that you have to pronounce the "K" hard. So it would be ニック, which would be transcribed into romaji as "Nikku" (Often, the U at the end is silent).
The same would apply to your last name, only here I'm not one hundred percent sure, how the japanese would transcribe it, and it depends on how you pronounce the "berghs"-part of your name. If it rhymes with "herds", it might be "アッセルベーグス" so, "asserubeegusu", but I'm not sure about it.
So it might be ニック アッセルベーグス, nikku asserubeegusu, but there are better transcribers here than me.
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Have fun
Kurokuma