The appropriate thing to do would be to inform the officials of your concern board and get the error rectified as soon as you can. In case of CBSE board, there is a registration card that is made for every student in 11th standard. If the name printed in that card is correct, you can take that as a reference and show to the officials. So, you should go to the regional office and get this sorted.
In examination hall, most of the times invigilators don't check details, other than your name and roll number, very minutely. So you should be fine. But just so you don't face any issues in future, do inform the board officials.

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