I'm due in 3 weeks with a boy, and he's going to be called Jesse. I love the name! (and I'm half Scottish).
I've read a lot of mn threads on Jesse for a boy name, out of curiosity, and those who have a child called Jesse or know one say that bullying is never an issue.
It's the older fuddyduddies generation who have a problem with it. And tbh if an older person wants to ridicule a child with a perfectly normal, timeless name, it says a lot more about them than the child.
And anyway, it's very backward to ridicule a name (or a hair style or a toddler playing with a toy doll) because it seems "feminine" or "gay". So fucking what? What's wrong with that?
I've read a couple of times that only parents who are comfortable in their own skin could give such a "controversial" (ha!) name to a child. Stands to reason that the child would end up comfortable in his own skin as well. Good. That way he'll laugh off some cantankerous old bastard calling him a "big Jessie!"
I have a 9 year old ds, and him and all his friends think Jesse is such a cool name. When asked why he might be teased in school, the only thing they could come up with was "messy Jesse". Kids are cruel, eh? 