When James Bond introduces himself, he says, ‘My name is Bond. James Bond’. He doesn’t say ‘My name is Mr. Bond. Mr. James Bond’. We often hear Indian men introduce themselves as ‘Mr. Sharma’, ‘Mr. Rao’, etc. When you introduce yourself, there is no need for you to include ‘Mr.’ before your name. Native speakers of English do not include the word ‘Mr.’ when they introduce themselves.
Source: “The Hindu” – Know Your English Column – Feb 12, 2008