This book's title actually got changed to My Struggle or "Sterben" Germany. The other book you're thinking of is called My Fight or "Mein Kampf". In the original Norwegian though this book shares its title with that other book.
I somehow would have liked the actual translation better. Sure, it would have been strange that it would share the title with such an infamous book, and I think that the similarity was not intended by the author. But I don't really like the German titles (they have individual ones for every book, Sterben is just for the last one) and I just like the intellectual honesty of a literal translation.
[Edit] Correction: Sterben is the first volumne, not the last.
The "original" titles in Norwegian are "Min Kamp" and "Min Kamp: 1" respectively, since Knausgård planned it to be a hexalogy. (Or at least more than one book.)
I suppose it's a slightly controversial title in Norway, but I guess it's too much in Germany.
[0] https://en.wikipedia.org/wiki/My_Struggle_(Knausg%C3%A5rd_no...
If a literal translation has a completely different meaning or connotation in the target language, then it is not an "honest" translation, since you are implicitly (but knowingly) telling the reader in the target language something that isn't in the source language.
Still, that is just a dumb name for a book.