Yes, you made a mistake, because "last name" means surname or family name (sobrenome in Portuguese or apellido in Spanish). It is NOT the last of your names.
So your question now is how to fix it. Have they answered your email yet? If not, call them. You can also call your testing center and ask if they'll allow you to take the test. If they say they are OK and understand that you made a mistake, then you have more time to fix the problem. If not, you need to fix it before your test date.
If they do allow you to take the test before you fix the problem and you still have issues with ETS (and cannot fix your name), then you'll need to contact the universities you are applying to, and make sure they are aware of the problem and are able to find your test grades once ETS reports them to the University.
I know of people from Spanish-speaking countries that have registered for the GRE using only their first surname and have had no issues during the test taking or the reporting of the grades. However, your problem is different because you are using the last of your surnames, and unless in your country that surname is considered your "main" surname, they may not let you take the test. For the case of the people I know, in their countries the first surname is considered your "main" surname, so using the first or both of their surnames works, but using their last surname would probably have raised questions at the testing center.