All this talk about "normal" names. Or rather, common names...
A name is what people are going to call you - a box is called a box, a cat is called a cat. The name has to suit you because it is your label before anything else. If you can choose your name... then you should be comfortable and happy with it, and it should mean something to you, and describe you well.
If Anya wanted a more common name, she probably would have gone for one. There is very little wrong with having a name that isn't used very often - which is, of course, different from picking a strange name, like Seaweed, or Apple, as those names might draw some teasing... whereas an uncommon name is unlikely to, tending to attract compliments.
So... go with what your heart tells you, absolutely; not what the heart of another tells you. It's your name.
... off-topic: Sephirah always has the best avatars.