Shazam turns into a superhero and back by saying his name. So how does he introduce himself?
It's not saying the word "Shazam" that results in his transformation, it's saying the word "Shazam!" (complete with exclamation mark in most cases) and with the intention of transforming.
As you see from the panel below from the Curse of Shazam, he's perfectly capable of introducing himself without transforming:
In short, he introduces himself by saying "Hello, I'm Shazam"