It's unusual, but easy to pronounce (as written). I suspect that the most negative thing about it is that it either sounds or looks like a lot of more common names (Claire, Celia, Clara, Chiara, etc.) so people will get confused. But if you love it, and stick to it, people will get used to it in the end.
Clelia is the Italian version of the Latin Cloelia. Cloelia is a great example of a strong woman (was taken hostage, escaped and famously swam the Tiber to get away) if choosing a name with that kind of history is important to you.