Heritage isn't all that important. Just don't go for something that's obviously out of place.
Hell, thanks to the internet, culture mixing and the name selection habits of some of the younger generation, I don't think there's much that will be out of place in a decade or two

.
My birth name was German and unusual, and there's no German in my heritage. People immegrate, names and culture spread. My mother encountered a German lady and liked her name. Bam - name does not match heritage right there.
Yes, it confused German people for about the 10 seconds it took me to explain how I came about the name without German heritage. Then it was nothing more than a not so interesting sidenote. It's no big deal. What are people going to do? Staple an "IMPOSTER" sign on your head? No, they don't care that much - they only ask to satisfy a fleeting curiosity and make conversation without resorting to the 5 day forecast.
I can't leave a name thread without saying - I've had my unusual "weird" name legally for 3 months now. It sticks out over here about as much as my birthname did (That being a lot. Though my former last name didn't stick out - the new "American hackjob of an English surname with clipped pronounciation" does. My first name just sticks out anywhere :p ).
People ask me to spell my last name all the time. Sometimes they remark "Cool name", "Unusual name" or "Oh, X amount of years ago I met a guy with the same first name as you!". The only times people enquire further is when they KNOW I've changed it (ie, they knew my old name), and they're curious about where it came from and how long ago I decided on it. I haven't had anyone ask that in months though (I did get it a lot in the first month).
I know it's a big decision and all, but I think you're getting a little paranoid about what everyone else will think. I think you just need to hold out naming yourself until you hear something that clicks so well you don't give a crap about what anyone else thinks.