I can't think of any names friends have given their children that I have found funny, but I must have really embarrassed a friend when I was pregnant with dd and had already chosen her name. We were talking about "awful" names and she picked out the name I had already chosen (unbeknownst to her) for my dd. I said nothing then, but when dd was born and I told her the name we had chosen, even though we were speaking over the phone, I could feel her go hot with embarrassment!
Also, the first thing my mum and dad said to me (separately) on the birth of ds3 was "Can you change the name?"!!!