I agree with previous posters that, as long as you still like it, you should stick with it. Please don't be disheartened by people's responses, although I know it's hard not to be.
Firstly, lots of people have very poor taste 
, whereas you have great taste as Arlo's a great name.
Secondly, he's your little boy and this is the name you have chosen to give him. People really are incredibly rude if they say anything horrible about it or even give a nonplussed response. Once a baby has been named it's time to keep your opinions to yourself and, even if you don't like the name, you smile and say "lovely".
Obviously, you must do what feels right and if you're unhappy with your choice then you can consider changing. If, however, it's simply other people's responses that have made you feel this way then I would ride it out. In a few months he will have become his name and, hopefully, everyone else will just get on with it. FWIW, my brother and SIL had twins who both had unusual names that raised plenty of eyebrows in the first few months, to the extent that she used to feel quite embarrassed telling people their names. They stuck with them, though, and it was absolutely the right thing to do.
Good luck.