I agree with the post above for background on parents. I had a character with an odd name but it really fit with her parents and why that name came about. I would say find a way to have the parents come up with it and why. I think if it is built into the history of the character it can really help.
I would also say finding a way to make your character react to a name like that... maybe they found it too weird and tried to change their name but it just never worked and they came to enjoy the name they were given.
I think growing up with a different/unique/weird name can really play into how they think about themselves. Some might take it really well and be proud of it, others might not. Even with traditional names like Evelyn that can play into someones life.