If a name suits you and you like it then you should have that name, regardless. Sure, it might help to begin with, but if people are determined to see you as something you're not then they'll do that anyway.
I've been worried occasionally that people will be get it wrong as Alex can be a unisex name, but sometimes even saying Alexander gets lost in translation, particularly over the phone. I've spelt it out to people over the phone and they still get it wrong.
Choose a name you like, you're going to have it for the rest of your life.