On the other hand, yes, it's sad that you're not taken seriously when you name your character something 'funny', but most of the names I use for my characters are from real people and I have the habit of throwing around documentation and proof until they can't stand it no more. Bad me.
I've always been squinted at for giving my people 'strange' names. Well, guess what? Not everyone in the world is of American origin. If I'm playing a Dutch/Belgian character, I'm not going to name him Donald O'Donnelly. He's going to be Jozef Janssens.
But to those people ... It's just a name. Lestat de Lioncourt is one of the most ridic names ever and we've all come to love him. If you're going to let a name hinder the possibility of having a great RPG experience, then I pity the lot of you. But it's your character and if they laugh at you, then well ... I always went 'neener neener, you'll miss out on playing wifs me'. There always will be people who will.
Another option might be to write a short explanation in your character's bio why you chose that name? IDK.