Copyrighting beyond seas

Please forgive me if this topic is out of place, but i have been searching for a thread that might answer my question and have had no luck.

I am Greek and live in Greece, (my mother is British so i speak English fluently) and have written a novel in English. My target market is any English-speaking country, primarily the U.S. I intend to self-publish on Amazon.

Here is my problem. My Greek name is very confusing and difficult to pronounce so i have thought of using a pseudonym -my initials D.M. and my mothers maiden name Enslin. But what about copywriting? I know there is no need to register my work since it is automaticaly copyrighted once it is in print etc, but since i will be using a pen name i have read that the only way to protect my work is to register it, mentioning my true name and pen name. Where should i register it? In Greece or in the U.S.?

Do i even have to register it, since the pen name includes my mothers maiden name (a name that i can prove is 'sort of' mine?)

Sorry again if this has been discussed elsewhere... I will appreciate any help at all!

Thank you very much for all the information!!! I appreciate it soooo much!!