Well, my name isn't all that uncommon, but people who aren't familiar with it can be kind of weird about it lol. Having had that experience, it's uncomfortable.
Another thing is if there is any possibility you want to be stealth later - this could work against you too. I've had a few people say to me "oh do you know *insert name* he's trans too!" about various trans people. So if you have an extremely unique name, and you come up in conversation somehow between two people (like, "oh, my friend Cactus and I went to the movies"), one could go "ohhh, Cactus, the trans one?" which would out you to the other person. That's not certain to happen, but people have a way of bringing these things up to others if they know. Whereas if someone says "me and my friend John went to the movies" no one is going to think "oh, I wonder if that's the same John that I know who is trans" lol.