For a year or so in primary I wished I had been named Sandra. But TBH the bullies would have found something else to torment me over.
Apart from that, I have always felt comfortable with my unusual foreign name. People often ask me about it. If I fancy engaging then I will give them chapter and verse about it, if not then I just grin and say "Yup, that's my name."
It's easy enough to say, but I accept that in English it's pronounced subtly differently to in my mother tongue, and I even pronounce it the English way when I introduce myself to English speakers and the mother-tongue way when I introduce myself to speakers of my mother tongue.
What does annoy me, though, is that people maul my name when reading it, and then really struggle to get the correct pronunciation fixed in their heads. My name is spelled exactly according to the phonetic rules of English - you can sound it out even if you've never come across it before - but because someone famous pronounced their name one way but wrote their name a different way, people default to their way. It's as if your name was Ephen, pronounced Eeff'n, but people insisted on calling you Eev'n (because of Stephen).
So if you're going to give your dc a name from a different language, make sure it's been transliterated into English by a proficient English speaker who will understand not just how people will sound it out but also what irregularities the spelling might have.